The US Embassy in Ukraine's capital Kyiv was temporarily closed on Wednesday, as the mission received information of a "potential significant air attack."
The move comes a day after Ukraine launched US long-range missiles into Russian territory for the first time on Tuesday, using ATACMS missiles against a facility in the Bryansk region close to the border.
Russia warned on Tuesday that it would respond.
A statement released by the Embassy advised employees to shelter in place and "recommends US citizens be prepared to immediately shelter in the event an air alert is announced."
Further details regarding the potential attack have not been disclosed.
Russia had been warning the West for months that if Washington allowed Ukraine to fire US, British and French missiles deep into Russia, Moscow would consider those NATO members to be directly involved in the war in Ukraine.
On Tuesday, Putin lowered the threshold for a nuclear strike in response to a broader range of conventional attacks, with nuclear risks rising amid the highest tensions between Russia and the West in more than half a century.