The talks brought together ministers from Mali, Guinea and Burkina Faso - countries to which Moscow's FM promised Russian support.
The Burkinabe foreign ministry identified the attendees as Abdoulaye Diop of Mali, Morissanda Kouyate of Guinea and Burkina's Olivia Rouamba.
A string of coups has unfolded in the three countries since 2020, bringing in juntas that have bristled at external demands to restore civilian rule.
Mali has fallen out with France, the region's former colonial power and traditional ally, in favor of close military ties with the Kremlin, and speculation is rising that Burkina will follow suit.
"This is the first time that I have been in Burkina Faso since the struggle of the Burkinabe people, which led to a correction enabling the recovery of sovereignty and territorial integrity in this brother country," Diop said.
Kouyate of Guinea said the three would "make a statement to regional organizations for the demands and requests of our people to be heard clearly through our governments and leaders."
Juntas have seized power in Mali and Burkina Faso amid anger in the military over the toll from a jihadist insurgency that has claimed thousands of lives and forced millions from their homes.
The coup in Guinea had different causes, being rooted in public anger against the then president, Alpha Conde, over a lurch towards authoritarianism.
All three countries are under pressure by West Africa's regional bloc ECOWAS to return swiftly to civilian rule.
In a trip to Bamako on Tuesday, Lavrov paid tribute to the bonds forged between Mali and Russia for fighting jihadism.
He said the Kremlin was willing to provide the country with further support.
Since seizing power in 2020, Mali's ruling junta has brought in Russian planes, helicopters and paramilitaries - personnel that France says are Wagner mercenaries.
"The fight against terrorism is, of course, an issue for the other countries in the region," Lavrov added.
"We are going to provide our assistance to them to overcome these difficulties. This concerns Guinea, Burkina Faso and Chad and the Sahel region generally and even the coastal states on the Gulf of Guinea," he said.