Guterres "deeply regrets" the decision but "at the same time of course we interact with the United States very productively on a range of issues through a range of organizations and will continue to do that," said spokesman Farhan Haq.
The government of US President Donald Trump announced it was quitting UNESCO, accusing the UN cultural and education body of "anti-Israel" bias after it designated in July the old city of Hebron as a Palestinian heritage site.
"There are times when there may be differences on this or that issue, but the secretary-general, as you have seen, works well with the government of the US," said Haq.
Guterres, who succeeded Ban Ki-moon in January, has worked hard behind the scenes to establish good relations with the US administration despite US funding cuts and disparaging comments from Trump about the world body.
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Last month, Trump said during the annual General Assembly meeting that the United Nations "had not reached its full potential" because of a bloated bureaucracy and "mismanagement."
The United States is the UN's number one financial contributor, paying 28.5 percent of the USD 7.3 billion peacekeeping budget and 22 percent of the core budget of USD 5.4 billion.
In 2011, the previous administration of Barack Obama cut funding to UNESCO after its members voted to admit Palestine as a full member.
The Palestinians elsewhere at the United Nations have the status of non-member observer state.
UNESCO's outgoing director, Irina Bokova, described the US decision as a "loss to multilateralism."
A few hours after the US announcement, Israel declared that it was also withdrawing.