Russia has returned to Cold War-era threats by warning Denmark of nuclear strikes on the smaller nation’s navy warships if it joins a Western alliance.

The increasingly belligerent nation, which has finally admitted to invading Ukraine, is unhappy that the Danes may join Nato’s missile defence shield.

“If that happens, Danish warships become targets for Russian nuclear missiles,” Russian ambassador Mikhail Vanin reportedly told Jyllands-Posten newspaper.

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The defence shield protects allied nations from missile attacks, of which Russia is not a member.

Denmark would become “part of the threat” to his nation, and would lose “both money and security”, Mr Vanin said.

The Scandinavian country’s foreign minister Martin Lidegaard said the comments were “obviously unacceptable”.

“Russia knows very well that NATO’s missile defence system is defensive,” Mr Lidegaard said.

“We disagree with Russia on many important things, but it is important that the tone between us remains as positive as possible.”

Russia has long opposed NATO’s missile shield, launched in 2010 and due to be fully operational by 2025, in which member countries contribute radar and weaponry to protect Europe against missile attacks.

Denmark has pledged to supply one or more frigates equipped with advanced radar to track incoming missiles.

The chairwoman of the Danish parliament’s foreign affairs committee, Mette Gjerskov has said the comments were “very threatening and not necessary”, but said her country is “not afraid”.

Tensions between Russia and the Nordic countries have risen in recent years with reports of increased Russian airforce incursions in the Baltic region.

—with AAP.