But the US said Mr Shoigu also pledged Russia would not invade Ukraine.
Pro-Russia activists have seized buildings in more than a dozen towns in the east and still hold seven European military observers in Sloviansk.
On Monday the US announced new sanctions on Russia over Moscow`s actions in Ukraine.
The BBC`s Sarah Rainsford witnesses pro-Ukrainian demonstrators being chased off by pro-Russians wielding metal bars
The sanctions target seven Russian individuals and 17 companies which Washington says are linked to President Vladimir Putin`s "inner circle".
The European Union is also imposing new sanctions on 15 people who will be named on Tuesday.
The US has sent 600 troops to Poland and the Baltic states. Washington says it has deployed the extra troops to reassure Nato allies.
Mr Shoigu announced that Russian troops had returned to their "permanent positions" after conducting military exercises on the border with Ukraine.
But he did not say whether the overall number of Russian troops deployed in the region - said to be around 40,000 - had been reduced.
The Pentagon said Mr Shoigu had given "assurances that Moscow has no plans to invade Ukraine".
It said Mr Hagel had warned that Russia`s continued aggression would result in more diplomatic and economic pressure.
He also called on Moscow to help secure the release of the seven military observers linked to the Organization for Security and Co-operation in Europe who were seized by pro-Russian gunmen in Sloviansk last week.
Some 40 people, including journalists, pro-Kiev activists and three members of Ukraine`s security service are being held there.
The Russian ambassador to the OSCE, Andrei Kelin, earlier said Moscow was taking "steps" to secure the observers` release.