But he added that no concrete outcome had been expected.
"There was no decision and no concluding document, but we were not aiming for that," Mr Lavrov told journalists.
The talks are being held between the permanent five members of the United Nations Security Council -- Britain, China, France, Russia and the United States -- plus Germany.
Mr Lavrov said that "all participants of yesterday's meeting agreed that we must demand urgent, constructive measures from Iran."
This comes after US President George W Bush earlier refused to rule out force to keep Iran's nuclear program in check.
"All options are on the table," Mr Bush told reporters at the White House.
"We want to solve this issue diplomatically, and we're working hard to do so."
The US along with the other nations meeting in Russia fear Iran could use a nuclear energy program to mask a nuclear weapons drive, though Tehran denies any such ambition, saying its program is strictly for producing nuclear energy.
No agreement
Political directors from the six countries, Britain, France and Germany, representing the European Union, along with China, Russia and the United States, met for a working dinner on Iran at a Russian foreign ministry residence.
Washington said the huddle is focusing on "diplomatic levers" such as sanctions, the freezing of assets and travel restrictions, and on ways of collectively increasing pressure on Iran.
State Department spokesman Sean McCormack said talks on Wednesday, which will include Group of Eight members Canada and Italy, would also provide "another opportunity in a different forum to talk about what are the diplomatic means to increase pressure on the Iranian regime.”
Iran adds to rhetoric
As the diplomatic drive gathered pace, Iran's hardline President Mahmoud Ahmadinejad warned that the Islamic Republic's army was like a "meteorite" that would defeat any attack against the country.
"It will cut off the hand of any aggressor and leave the enemy covered in shame," he said in Tehran.
The United States made clear ahead of the Moscow meeting that it would continue to argue in favor of early and muscular action by the UN Security Council.
Russia at the same time repeated its position that neither sanctions nor military force would resolve the Iran nuclear impasse.
Tehran showed no sign of backing down, and issued a stern warning of its own to the participants at the Moscow meeting.
"If they do not act wisely and make a mistake, they are the ones who will suffer losses," Iranian foreign ministry spokesman Hamid Reza Asefi said in Tehran.
The Moscow talks come after President Ahmadinejad last week announced that the Islamic state had successfully enriched a small amount of uranium for use as fuel for a nuclear power station.
Iran says it has the same right as any other country that has signed the nuclear Non-Proliferation Treaty (NPT) to its own nuclear energy program.