Milanovic said that NATO functions like a club of countries that have some common aspects and that had their ups and downs with regard to democracy, human rights, a right to be different - "the things that we nurture in Croatia today."
"We must never forget that it was a hard struggle and that it can all be lost with the bat of an eyelid, which is why it is important to promote those values and what we teach our children," Milanovic underscored.
"My message is that we must never take that for granted, we fought for that, people were killed... human rights were something that was dreamt about and something that people went to jail for."
Milanovic said that Croatian politicians today are the first generation of politicians who in the new, modern Croatia are not faced with such things.
"When we understand that, we will realise that those who go under Muhammad's or anyone else's flag, who are prepared to sacrifice their lives and the lives of others for a cause that is incomprehensible to us, that they too are human beings and that it is necessary to find a way to approach them."
President Grabar-Kitarovic, who is a former assistant to NATO's secretary-general, stressed in her address that peace and stability are not achieved only by weapons.
"Peace and stability cannot be achieved only with weapons, they cannot be achieved only with rifles and arms... they are achieved through dedicated work and with one's heart," she said, adding that members of Croatia's contingent in NATO operations have that in them.
Grabar-Kitarovic said that the common values of NATO member countries were particularly important because the world was faced with new threats emerging in the Mediterranean, eastern Europe, as well as in the Middle East and in central and south Asia.
Emphasising the importance of security, she repeated the prime minister's words that nothing should be taken for granted and in particular not security.
Croatia is the pillar of stability in this strategic region and its success ensures a model and inspiration for all neighbours, a former president of the NATO Parliamentary Assembly, Josse Lello, said.
Recalling that this year was the 20th anniversary of the Dayton Accords, he said that the region of Southeast Europe had come a long way but that its journey was still not over.
It's not over until its full integration with the EU and NATO. And the journey to reconciliation and regional integration is not over either. As one of the leaders in the region, as a member of the EU and NATO, Croatia can and must play a key role in supporting these objectives, Lello said.
Today's circumstances are very problematic, we need a strong western Balkans that will turn to the future and be part of the joint response to the challenges ahead of us. We need your support because today we are faced with a number of unprecedented challenges and they are of direct relevance to you and your region, he said.