Analysts say the atmosphere between the alliance and Moscow has improved recently. Earlier this month, the Nato-Russia Council convened for the first time since the Georgia conflict.
During this visit, issues such as missile defence, Iran and a joint review of new security challenges were expected to be on the agenda.
The expansion of Nato remains a sensitive issue between the two sides, with Russia firmly opposed to any move towards membership by Ukraine or Georgia.
Mr Rasmussen has previously said they would become Nato members as and when they satisfied the necessary criteria, but emphasised that Moscow should not see that as a threat.
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