The diplomats, who visited the sprawling camps and border points where about 700,000 Rohingya have taken shelter, said their visit was an opportunity to see the situation firsthand, AP reported.
Russia's ambassador to the United Nations, Dmitry Polyansky, said he and his fellow team members would not look away from the crisis after their visit, though he warned that there were no simple solutions.
"It's very necessary to come and see everything at place here in Bangladesh and Myanmar. But there is no magic solution, there is no magic stick to solve all these issues," he said at a news conference at the Kutupalong refugee camp in the coastal town of Cox's Bazar.
The team members will conclude their three-day visit to Bangladesh today, when they leave for Myanmar.
The recent spasm of violence in Myanmar began in late August with a military crackdown described by UN as "ethnic cleansing". Myanmar security forces have been accused of rape, killing, torture and the burning of Rohingya homes. Thousands are believed to have been killed.
The diplomats, comprising representatives from the five permanent Security Council members — China, France, Russia, the United Kingdom and the United States — and 10 non-permanent member states, talked to some 120 refugees, including some rape victims.
Peru's ambassador to the UN, Gustavo Adolfo Meza Cuadra Velasqez, said he and his fellow team members were ready to "work hard" and were "very concerned" about the crisis.
The refugees are seeking UN protection to return home. The UN refugee agency and Bangladesh recently finalized a memorandum of understanding that said the repatriation process must be "safe, voluntary and dignified ... in line with international standards."
Karen Pierce, the UK's ambassador to the United Nations, said the Security Council would continue to work on enabling the refugees to return to Myanmar.
Rohingya are denied citizenship in overwhelmingly Buddhist Myanmar, where they've faced persecution for decades. Most of them live in poverty in Myanmar's Rakhine state, next to Bangladesh.
Thousands of refugees gathered at the Kutupalong camp to welcome the visiting delegation. They carried placards, some of which read "We want justice."
"They have killed my family members, they tortured us, they will kill us again," said one of the refugees, 29-year-old Mohammed Tayab.
Tayab, who was using crutches, said he was shot by Myanmar troops in his right leg.
He said he lost a brother, an uncle and a nephew after Myanmar soldiers shot them dead.