NATO Secretary General Jens Stoltenberg refused to answer what would happen to the North Atlantic Treaty Organization if the U.S. were to leave, in an interview with CNBC on Friday.

"NATO is about creating a framework for a strong trans-Atlantic bond, so it's not possible to imagine NATO without North America or without the United States. But I'm absolutely certain that NATO will continue because NATO has been the most successful alliance in history," Stoltenberg told CNBC.