Russia's Foreign Ministry says moves by Finland and Sweden towards closer ties with NATO were of "special concern."
The comments on April 12 come days after the defense ministers of Sweden, Norway, Finland, Denmark, and Iceland said in a newspaper article that northern Europe must prepare for possible crises or incidents because of Russia.
Finland -- which borders Russia -- and Sweden are not members of NATO but have increased cooperation with the transatlantic alliance.
Finnish Prime Minister Alexander Stubb called the Russian statement "saber-rattling" and said one should not be startled by it.
"No other country, of course, has a veto over Finland's decisions," Stubb, who would like to see Finland join NATO, told public broadcaster YLE.
He said the security situation had changed after the crises in Georgia and Ukraine, which will impact security policy in the region.
Russian forces drove deep into Georgia during a five-day war in 2008.
Recently, Moscow signed deals with the Georgian breakaway republics of Abkhazia and South Ossetia that almost entirely integrates their militaries and economies with Russia's.
"One essential pillar of our international [defense] cooperation is what we do with Sweden. It is also clear that we will continue a close cooperation inside the EU and a close partnership with NATO," Stubb said.
In the April 9 article in Norwegian daily Aftenposten, the Nordic defense ministers said Russian leaders had shown they are ready to use military means to achieve political goals.
They noted increasing Russian military and intelligence activity in the Baltics and other northern European areas.
Russia's annexation of Crimea and support for separatists in a deadlyconflict in eastern Ukraine has severely strained ties with Europe.
With large Russian minorities living in the Baltics, concerns have grown in the region about the risk of Russian intervention.
Amid such concerns, Estonia has called for a NATO force to be stationed permanently in the Baltic country.
Estonian President Toomas Ilves told Britain's Daily Telegraph newspaper on April 12 that Estonia was "part of a group of countries [that] are mentioned in a threatening way" by Russia.
A U.S. infantry company numbering 150 soldiers is currently NATO's only presence in Estonia, but it is not permanent.
Ilves said 150 soldiers "is not a lot, so we do think that further stationing of troops at a higher number is only reasonable."
NATO has pledged a 5,000-strong task force and command centers in six former Soviet-bloc nations, including one in Estonia.
Estonia joined NATO in 2004.