General Pinochet is pursuing a new legal bid to reverse an order placing him under house arrest.
Mr Lagos, who is currently on a state visit to Mexico, will see the four commanders-in-chief in the presidential palace in Santiago as soon as he returns on Tuesday.
The heads of the armed forces believe the moves to prosecute the general threaten peace and tranquility in Chile.
El Mercurio newspaper quoted Mr Lagos as saying that there were "concerns" about the general's arrest but that his fate lay in the hands of the judiciary and the appeals procedure.
According to Interior Minister Jose Miguel Insulza, a request for a session of the National Security Council by army commander-in-chief General Ricardo Izurieta was not likely to be met.
The BBC's James Reynolds in Santiago says General Izurieta's comments demonstrate the armed forces' displeasure with the move to arrest General Pinochet, but that it also shows a willingness to stay within the rule of law.
'Unfair' decisions
General Pinochet's lawyers will tell the country's appeals court on Monday that the judge who issued the original order for his arrest was biased and should be removed from the case.
The order was given on Friday, but it is not clear when it will be implemented.
General Pinochet has been charged with involvement in over 70 abductions and murders carried out by a military squad known as the "Caravan of Death", after he came to power in a 1973 coup.
Reports citing court sources say the house arrest order may be placed on hold until the appeals court rules on its legality.
That decision is not expected until Wednesday at the earliest.
The general's legal team will argue that Judge Juan Guzman acted unfairly when he decided to go ahead with charges without waiting for the outcome of medical tests, which they believe could show he is unfit for trial.
Human rights activists have celebrated the indictment, and prosecution lawyers say they will fight any attempt to overturn the decision.
Lawyers surprised
The decision to charge General Pinochet took his lawyers by surprise. They believed the judge would not make a move until the results of the medical tests were known.
Judge Guzman says if medical tests show that the general is fit, he will then interrogate him.
Under Chilean statute, legal action has to end only if the accused is shown to be either insane or suffering from dementia.
In October 1998, police arrested General Pinochet in Britain at the request of a Spanish judge who wanted to try him on charges of torture.
The general spent 503 days in custody before being allowed to return home after Britain ruled he was too old and sick to undergo trial in Spain.