Four American officials, including the US ambassador, were killed when angry Islamists late Tuesday attacked the consulate with rocket-propelled grenades before looting it and torching the building, witnesses said.
"I welcome the Libyan president's condemnation and condolences and his pledge of his government's full cooperation," Rasmussen added in a statement.
"It is important that the new Libya continues to move towards a peaceful, secure and democratic future."
The attack came just hours after Islamists stormed the US embassy in Cairo in a similar protest against a US-made film deemed offensive to Islam.
NATO led a seven-month air campaign in Libya last year which helped rebels oust veteran leader Moamer Kadhafi.