TRONDHEIM, Norway (Reuters) - The European Union should keep in place the sanctions imposed on Russia over the Ukraine crisis, NATO Secretary General Jens Stoltenberg told Reuters on Monday, a day after the German foreign minister said they should gradually be phased out.

"My assessment is that one should not remove the economic sanctions before Russia has changed its behavior. I believe there is a broad agreement about this in the EU," Stoltenberg said in an interview.

German Foreign Minister Frank-Walter Steinmeier was quoted on Sunday as saying the EU should gradually phase out the sanctions if there is substantial progress in the peace process and if Russia showed it was doing its part in implementing the Minsk peace plan for Ukraine.

Steinmeier was quoted in a separate article as saying that NATO exercises in eastern Europe could worsen tensions with Russia, warning against what he called "sabre-rattling and shrill war cries."

Stoltenberg told the Sueddeutsche Zeitung newspaper in Germany that NATO was actively seeking to avoid an escalation with Russia, while standing firm against its aggressive behavior.

"The Cold War is over and we want it to stay that way," Stoltenberg was quoted as saying. "But we must react to a Russia that has tripled military spending since 2000, that is behaving far more aggressively, and that has used military force to change borders in Europe."

Stoltenberg said plans to deploy a new NATO force in Poland and the three Baltic nations were aimed at preventing conflict, not provoking it. "What we are doing is moderate, responsible and transparent," the paper quoted him as saying.

The four battalions, of up to 1,000 troops each, are part of a wider deterrent to be approved at a summit in Warsaw on July 8 that NATO hopes will discourage Russia from a repeat of its annexation of Ukraine's Crimea peninsula in 2014.

Russia sees NATO's deterrence plans as hostile and has sharply criticized planned and already executed exercises. Last week President Vladimir Putin warned there would be consequences if NATO continued what he called a one-sided position against Russia.

Former U.S. and NATO officials also took issue with Steinmeier's remarks at an event hosted by the German Marshall Fund in Brussels.

Nicholas Burns, a former U.S. undersecretary of state, said Steinmeier's remarks were "extremely unwise and indefensible."

"It weakens NATO and the European Union," agreed Jaap de Hoop Scheffer, a Dutch former NATO secretary-general, who spoke at the same event. He said the remarks appeared designed for domestic consumption.

Top U.S. Navy officials also said increased exercises in eastern Europe did not amount to "sabre-rattling," but were steps to train with allies and deter aggressive Russian maritime expansion.

Steinmeier's comments reflect growing divisions within Germany's ruling right-left coalition over policy towards Moscow. Steinmeier's Social Democrats (SPD) generally back a more conciliatory stance towards Russia than Chancellor Angela Merkel's conservative bloc.

(Reporting by Joachim Dagenborg in Trondheim; additional reporting by Andrea Shalal in Berlin and Paul Taylor in Brussels; Writing by Gwladys Fouche and Andrea Shalal; Editing by Hugh Lawson and Toby Chopra)