President George W Bush said last week that he intended to push ahead with plans for a defensive missile shield - dubbed "Son of Star Wars" - but promised widespread consultation with European states and Russia.
"Russia is not our enemy," said Under Secretary of State Marc Grossman, adding that Nato recognized the threat now posed by the proliferation of nuclear weapons.
From Brussels, the envoys left for London and will travel on from there to Moscow. Another team goes to China later in the week.
Consultations welcomed
President George W Bush said last week that he intended to push ahead with plans for a defensive missile shield - dubbed "Son of Star Wars" - but promised widespread consultation with European states and Russia.
His speech was welcomed by President Vladimir Putin as a starting point for dialogue.
In Brussels, Mr Grossman conceded that the Nato allies did not agree exactly which states posed a threat.
Nato Secretary-General George Robertson called Tuesday's discussions "friendly and constructive, augering well for future exchanges."
"We have entered a thinking process in which we are not just exchanging information, but truly considering together the new challenges we face and how best to deal with them," he said.
Nato ambassadors will now report back to their respective governments. But it is likely to be some time before Washington's allies give their final verdict.
Treaty fears
Critics - including russia and China - say the plan could prompt a new arms race, or lead to the collapse of the Anti-Ballistic Missile Treaty that since 1972 has helped maintain the nuclear balance.
The BBC Brussels correspondent, Angus Roxburgh, says the US envoys' problem will be in convincing allies they have come not to preach but also to listen.
For UK Prime Minister Tony Blair, starting an election campaign, the issue comes at a delicate moment.
He does not want to offend Britain's strongest ally, but nor does he want to seem to be appeasing Washington too readily.