It was the first time since March 2004 that OSCE officials gained access to the Colbasna site.
OSCE chairman in office, Belgian Foreign Minister Karel de Gucht, said the visit is an important confidence-building measure.
De Gucht said "further initiatives should be built on this until the complete withdrawal of all ammunition, as provided for by [Russia's] commitments at the 1999 [OSCE] Istanbul [summit]."
The visit was the last part of the diplomats' three-day fact-finding tour to Moldova at the invitation of the Moldovan Foreign Ministry.
In the capital Chisinau, the ambassadors said a solution to the Transdniester problem has to be found. They said the solution has to respect Moldova's territorial integrity and include a special status for the Transdniester region.