The US embassy in Russia cautioned Americans on Sunday to have evacuation plans, citing the threat of attacks in Moscow and along the Russian border with Ukraine, drawing a rebuke from Russian foreign ministry.

"There have been threats of attacks against shopping centres, railway and metro stations, and other public gathering places in major urban areas, including Moscow and St. Petersburg as well as in areas of heightened tension along the Russian border with Ukraine," the embassy said.

"Review your personal security plans," the embassy said. "Have evacuation plans that do not rely on U.S. government assistance."

Russia's foreign ministry spokeswoman, Maria Zakharova, questioned if the United States had passed on the information about possible attacks to Russia.

"And if not, how is one to understand all of this?" Zakharova said.