"In Lithuania, Russia is not identified with the Kremlin, therefore, the support to its civil society and democratic forces takes an important place among Lithuania's priorities," Linkevičius said in a press release circulated by the ministry.
According to the communique, Khodorkovski was in Lithuania to attend a conference organized by the Open Russia movement.
At the meeting on Sunday, Linkevičius and Khodorkovski also exchanged opinions about the situation of civil society in Russia and the perspectives of unification of democratic forces.
Khodorkovski, a former Russian oil tycoon who became a dissident, has been living abroad since 2013 after he was pardoned and released after a decade in prison.
The Open Russia organization provides legal assistance to victims of violated rights and conducts media projects.
A few months ago, the organization's website was blocked in Russia due to what was cited as a violation of the so-called law of unwanted organizations. Khodorkovski then said that staff of the closed website were launching a new project under a different name.