Attending the event are representatives from South-East European countries, including the Interpol office in Croatia, and representatives from the United States, Great Britain, France and Turkey.
Interpol launched the idea about a multidisciplinary task force for the fight against terrorism two years ago.
Interpol deputy director Mladen Vulinec said that nine similar meetings had been held around the world so far.
"The danger of terrorism has increased in all parts of the world," Vulinec said, adding that the fight against terrorism could not be efficient if it was fought only within the borders of one country.
South Europe is a very important region for overall efforts aimed at preventing terrorist activities and the fact that the conference is taking place in Sarajevo bears witness to Interpol's readiness to help the country combat terrorism, Vulinec said, stressing the importance of daily information exchange.
Bosnia's Deputy Security Minister Dragan Mektic gave assurances that his country was on the road to establishing the rule of law, a process in which he said an important role was played by national police agencies, including Interpol.
Mektic pointed to the need of creating a good operative database.
After the opening speeches, the conference continued behind closed doors.