"Both sides agreed to continue meeting in the future", Taliban spokesman Zabiullah Mujahid said in a statement.
The U.S. embassy, in a Saturday statement, said Khalilzad returned to Kabul for "follow-up" meetings with the Afghan leadership and civil society representatives to hear their "views and priorities" on a settlement to the conflict.
The talks took place more than a year after US President Donald Trump introduced his new South Asia strategy that saw increased air attacks against militants in Afghanistan.
On Saturday, Mr Khalilzad flew to Kabul to meet Afghan President Ashraf Ghani for fulfilling a U.S. pledge of keeping the Kabul government involved.
A senior official working with President Ghani said Khalilzad briefed Ghani about his meetings with senior ministers and top diplomats in four countries who could play a key role in peace talks with the Taliban. His 11-day trip was to take him to Afghanistan, Pakistan, the United Arab Emirates (UAE), Qatar, and Saudi Arabia.
"The United States shares the aspirations of all Afghans for a peaceful Afghanistan where all Afghans see themselves included".
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"I think any time we're there on the ground we're making headway", State Department spokesperson Heather Nauert told reporters on Thursday when asked whether Khalilzad was making any progress in the Afghan peace talks.
She also noted that the United States special envoy was meeting a wide range of people in Afghanistan - from President Ghani to Chief Executive Abdullah Abdullah, political groups, the High Peace Council, Afghan media, and civil society.
Continued fighting has raised questions about the viability of the USA strategy to end the war, which for the past year has focused on forcing the militants to the negotiating table, largely via more air strikes.
The US media noted that Mr Khalilzad, an Afghanistan-born former US ambassador to Iraq and the United Nations, will have to perform a hard balancing act between the Taliban and the Afghan government.
They have ramped up attacks in strategic provinces and have also directed Afghans to boycott parliamentary elections scheduled for October 20.
Last week the Taliban demanded a complete withdrawal of foreign forces as the only solution to end the war as they ramped up attacks in strategic provinces.
In a separate report from eastern Logar province Saturday, at least five civilians were killed when a bomb exploded during a wedding ceremony, said Shah Poor Ahmadzai, the provincial police chief's spokesman.