AUBURN, Ala.—The Central Intelligence Agency in the past year has shifted resources to better understand nation-state adversaries such as Russia and Iran, the agency’s director said on Thursday, suggesting those targets had suffered from neglect in the post-2001 focus on terrorism.

“Our Russia and Iran investment has been strengthened after years of falling behind our justifiably heavy emphasis on counter-terrorism” in the wake of the Sept. 11, 2001, attacks, CIA Director Gina Haspel said in a speech here, without providing...