"It is important to remind young people that peace is the only real victory," Johansson, 24, said at a news conference before the concert.
Johansson, who is co-hosting the concert along with Caine, said mediation should be the alternative to wars such as those being fought in Afghanistan and Iraq.
Thursday's concert is being headlined by Diana Ross, and includes Canadian singer Leslie Feist, who performs under the name Feist, American country singer Dierks Bentley, Mexican singer-songwriter Julieta Venegas and Nigerian star Seun Kuti.
Ahtisaari, the 71-year-old former Finnish president, accepted the Nobel Peace Prize on Wednesday for his peace efforts on three continents over three decades.
Johansson said she hopes the concert which for years has been viewed in more than 100 countries will spread the word of the Nobel peace prize, which she said many do not fully understand.
"I guess we think it is awarded to deserving, smarty pants," she said. "What's wonderful about the concert ... is really to make this peace prize sort of more accessible."
Johansson rose to stardom through her role in the 1998 film "The Horse Whisperer" and won the British Academy of Film and Television Arts best actress award for her role opposite Bill Murray in the 2003 film "Lost in Translation."
Double Oscar-winning Caine, 75, recalled his own wartime experiences, as a child in London during World War II bombings and as a foot solider in the Korean War.
That "is sort of the reason why I am here," Caine said before the concert.
He also said he had been delighted to meet Ahtisaari, who had worked so long for peace, while keeping a low profile.
"His life is going to change now, because now he is going to become very famous," Caine said.
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