"We would like to agree on closer co-operation to help make these efforts more efficient."
Alexander Konovalov, head of the Moscow-based Institute of Strategic Assessment, said: "Moscow realises that the situation in Afghanistan threatens its security."
He said Russia has become "the main destination for drugs from Afghanistan".
Vying for influence
The conference has been organised by the the Shanghai Co-operation Organisation, which includes Russia, China and the ex-Soviet Central Asian nations of Kazakhstan, Tajikistan, Kyrgyzstan and Uzbekistan.
The group has served as a vehicle for Moscow and Beijing to limit Western influence in energy-rich Central Asia.
Delegates at the conference include Ban Ki-moon, the UN secretary-general.
Last month, Kyrgyzstan ordered the US to vacate a military base which has been key in supporting operations in Afghanistan.
The move came immediately after Moscow promised $2.1bn in loans and aid to the impoverished country.
Although Russia insisted that it did not influence the decision, US officials suspected the Kremlin of instigating the move.
Russia is wary of the US military's presence in the strategic region that it considers part of its traditional sphere of influence.
But while Moscow appears opposed to the US foothold in Central Asia, it wants the US presence in Afghanistan to prevent the expansion of terrorism and drug-trafficking to Russian borders.
But speaking to Al Jazeera on Friday, Daoud Sultanzoy, a member of Afghanistan's parliament, cautioned that internal co-ordination between the Pakistani government's civilian and the military-intelligence branches holds the key to Afghanistan's stability.
"So far that co-ordination has been very, very anaemic," he said.
"I don't think so far the level of co-ordination has produced any tangible or lasting solutions. All solutions have been periodic and short-lived."