US President Donald Trump has accused Russia of "not helping us at all with North Korea" which has come under tough economic sanctions intended to pressure Kim Jong-Un to change course.
"They are saying 'we do have information but it is secret, it is confidential,'" Lavrov told a news conference.
"We need facts in order to have a specific, thorough negotiation and discussion" about the sanctions, he added.
Secretary of State Rex Tillerson said this week that Russia was supplying fuel to North Korea despite heavy restrictions on those shipments imposed in UN sanctions resolutions.
The United States has led the drive at the Security Council to ratchet up economic sanctions on North Korea such as restrictions on crude oil and fuel that were adopted in December.
Three sanctions resolutions targeting North Korea were unanimously adopted last year at the council despite resistance from China and Russia, which maintain that sanctions alone will not solve the crisis.