"I urge everyone to exercise restraint and avoid any further escalation, in the interest of the country and the whole region," Stoltenberg said in a statement, as concern mounted in Europe over apparent ethnic unrest in the former flash point region.
"It is important that all political and community leaders work together to restore calm and conduct a transparent investigation to establish what happened," he added.
Ethnic Albanians make up around one quarter of Macedonia's 2.1 million population.
NATO played an active role in the region following the 1998-99 war between Serbian forces and ethnic Albanian guerrillas in neighbouring Kosovo, when an alliance bombing campaign forced Serbian troops to withdraw from Kosovo and cede control of the territory.
Meanwhile, Macedonian attempts to gain membership of the EU and NATO have been blocked for years over a name dispute with neighbouring Greece.
