Moscow said it hoped the talks would help to improve the co-ordination of global efforts to combat Taliban and al-Qaeda fighters, as well as tackle drug-trafficking in Afghanistan.
'Parallel power centres'
Vitaly Churkin, Moscow's ambassador to the United Nations, said: "It is particularly troubling that terrorists practically control a number of areas in Afghanistan and have formed parallel power centres."
Ban Ki-moon, the United Nations secretary-general, the European Union, the United States, and China, as well as other regional states, joined Russia in calling for "sustained international support" for the effort in Afghanistan.
Participants said they wanted "to strengthen Afghan security institutions to effectively combat the scourge of terrorism and production and trafficking of narcotics".
Al Jazeera's Neave Barker, reporting from Moscow, said Russia and many of the other states involved in the conference had made it clear that they would not provide military support.
"Russia has indicated that it is willing to help curb the spread of drugs, particularly heroin, from Afghanistan ... the spread of arms and terrorism from the region," he said.
Alexander Konovalov, head of the Moscow-based Institute of Strategic Assessment, said that Russia had become "the main destination for drugs from Afghanistan".
The conference, which was organised by the the Shanghai Co-operation Organisation, includes representatives from Russia, China and the ex-Soviet Central Asian nations of Kazakhstan, Tajikistan, Kyrgyzstan and Uzbekistan.
"For them Afghanistan has become an increasingly important issue as many fear that the disturbances there might spill over and effect the entire region," Al Jazeera's Barker said.
The group has served as a vehicle for Moscow and Beijing to limit Western influence in energy-rich Central Asia.
Despite its offer to help Nato in Afghanistan, Russia is wary of the US military's presence in the region, which it considers part of its traditional sphere of influence.
Last month, Kyrgyzstan ordered the US to vacate a military base which had been key to supporting Washington's operations in Afghanistan.
The move came immediately after Russia promised $2.1bn in loans and aid to the impoverished country.