Forum participants issued a set of recommendations for bringing about greater equality and sense of justice among nations.
Jewish rabbis on Thursday called the conference a success despite Israelis and some Muslim clerics shunning it.
"The real success story of the conference is that I as a Jew am speaking in Qatar to Muslims and Christians," Rabbi Bernard Kanovitch of the Jewish Institution Council in France said.
"This is just the beginning of much more things to come," he said.
Qatar expanded the conference this year to include Jews in what has been a Muslim-Christian dialogue, in response to suggestions by Qatar's emir.
Some prominent Muslim clerics shunned the meeting after Israeli Jews were invited to attend. The Israelis turned down the invitation.
The five Jewish delegates from the US and France who did attend acknowledged the political challenges faced by Jews and Muslims, but stressed that dialogue was the only way forward.
"The more we talk, the better chance we have at overcoming political obstacles ... the only way we can ever reach an agreement is if we talk to one another," said Rabbi Burton Visotzky of the Jewish Theological Seminary in New York.
Muslim scholars said Israel's occupation of Arab land made an exchange of views between Muslims and Jews more difficult.
Scholars said dialogue was the
only way to resolve differences
"I think our Jewish colleagues would have been better accepted, and this meeting would have been more fruitful, had the problems facing the Palestinians been solved," said Abdel Rahman Abad of the Jerusalem-based Muslim Scholars of Palestine.
"We will continue speaking ... but we are facing many problems, our land has been confiscated, we are under occupation and all this is complicating the problems we face," he said.
Archbishop Giuseppe de Andrea, Vatican ambassador in Kuwait, criticised the decision by some Muslim clerics to stay away.
"I understand the reaction by some Muslim scholars to not attend this conference, but I do not agree with them. The perception of Jews is tainted by the political difficulties of Israel and Palestine, but we have to move on," the archbishop told Reuters.
Qatar plans to invite Jewish delegates, including Israeli nationals, to future inter-faith forums.
"We take steps forward, not back," said Aisha al-Mannai, head of the organising committee of the conference.