"This peace prize does not change the situation when it comes to Norway's relationship to the EU," he said, stressing that "membership is not on the agenda."
The Nobel Committee's choice of the European Union for this year's prize for its role in securing six decades of peace and stability in Europe may come as a surprise to many since it comes at a time when the bloc is wracked by the deep eurocrisis.
But it is especially controversial in Norway, which has rejected membership in the union in two referendums, in 1972 and 1994, and where more than three quarters of the population are currently opposed to joining, according to recent polls.
Both the ruling centre-left and the opposition right are divided on the matter.
Stoltenberg's Labour Party is largely in favour, but his government depends on the support of eurosceptic coalition partners.