(Reuters) -The U.S. embassy in Kyiv has received information of a potential significant air attack on Wednesday and will be closed, the U.S. Department of State Consular Affairs said in a statement.

"Out of an abundance of caution, the embassy will be closed, and embassy employees are being instructed to shelter in place," the department said in a statement published on the website of the U.S. embassy in Kyiv.

"The U.S. Embassy recommends U.S. citizens be prepared to immediately shelter in the event an air alert is announced."

The warning comes a day after Ukraine used U.S. ATACMS missiles to strike Russian territory, taking advantage of newly granted permission from the outgoing administration of U.S. President Joe Biden on the war's 1,000th day.

Russia had been warning the West for months that if Washington allowed Ukraine to fire U.S., British and French missiles deep into Russia, Moscow would consider those NATO members to be directly involved in the war in Ukraine.

Russian President Vladimir Putin said in October that Moscow will respond to Ukraine's strikes with U.S.-made weapons deep into Russia.

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 West in more than half a century.

(Reporting by Kanjyik Ghosh and Lidia Kelly; Editing by Christopher Cushing and Himani Sarkar)