Neither man spoke as they posed for photographers at the beginning of talks also attended by aides.
The vice president is scheduled to meet jointly Sunday with the leaders of Albania, Macedonia and Croatia, members of the Adriatic Charter.
Cheney flew to the Balkans after a morning meeting in oil-rich Kazakhstan with opponents of the government headed by President Nursultan Nazerbayev.
Cheney's spokesman, Lea Anne McBride, said the vice president had assured the five participants present "that the U.S. and the administration will continue its support of political and economic reform and that continues to be a part of the agenda."
The meeting was shadowed by the decision of the Kazakhstan government to prevent one of the invited guests, Galymzhan Zhaikiyanov, from making the trip to the capital of Astana. He was released this winter from prison after serving almost four years on what are viewed as political charges.
Administration officials said they had known for several days of the potential for such interference with Zhaikiyanov's travel, the AP reports.
McBride said the U.S. ambassador, John Ordway, would be meeting with Zhakiyanov, and added that any decision about further steps would be made afterward.
Cheney stepped gingerly around the issue of democratic reforms while in Kazakhstan, a strategically located country that shares borders with Russia and China. It has been an ally in the war on terror and has vast oil and gas reserves at a time of increasing international demand.
The meeting with opposition leaders was arranged to minimize news coverage that might have irritated the government. Reporters and photographers were not allowed access to the opening moments of the session, unlike most other meetings Cheney has held on his trip.
Together, the three countries make up the Adriatic Charter, established to facilitate their entry into NATO.
The trip to the Balkans gave Cheney the chance to meet leaders of countries who have been allies in the war on terror and are eager to be integrated into western political organizations.
Cheney's trip began in Lithuania last week and he had been scheduled to return home Monday. McBride said the vice president and his wife decided to fly back early and will arrive home Sunday night instead.
Alexey Navalny returned to Russia on January 17. He was detained upon arrival at the Sheremetyevo Airport. A court arrested Navalny for 30 days