"We have been suggesting to the Gulf countries to think about collective security mechanisms ... starting with confidence building measures and inviting each other to military exercises," Lavrov told a security conference in Delhi.
Tensions in the Gulf have risen following the U.S. killing of Iranian military commander General Qasem Soleimani and a retaliatory missile attack by Iran on U.S. forces in Iraq.
"Since I mentioned about Persian Gulf, we are very much concerned about what is going in there," Lavrov said.
Iran's Foreign Minister Mohammad Javad Zarif is also attending the conference in Delhi that comes just a day after Britain, France and Germany formally accused Iran of violating the terms of its 2015 agreement to curb its nuclear program, which eventually could lead to the reimposing of U.N. sanctions.
Iran's Fars news agency quoted Zarif as saying overnight that the use of the dispute mechanism was legally baseless and a strategic mistake. British Prime Minister Boris Johnson called on Tuesday for U.S. President Donald Trump to replace the Iranian nuclear deal with his own new pact to ensure the Islamic Republic does not get an atomic weapon.
Trump said in a tweet he agreed with Johnson for a "Trump deal" instead of the current pact.U.S. Deputy National Security Adviser Matthew Pottinger will also be addressing the Delhi meeting on Thursday.