Russia threatened to aim nuclear missiles at Danish warships if Denmark joins NATO's missile defence system, in comments Copenhagen called unacceptable and NATO said would not contribute to peace.

Denmark said in August it would contribute radar capacity on some of its warships to the missile shield, which the Western alliance says is designed to protect members from missile launches from countries like Iran.

Moscow opposes the system, arguing that it could reduce the effectiveness of its own nuclear arsenal, leading to a new Cold War-style arms race.

In an interview in the newspaper Jyllands-Posten, the Russian ambassador to Denmark, Mikhail Vanin, said he did not think Danes fully understood the consequences of joining the programme.

"If that happens, Danish warships will be targets for Russian nuclear missiles," Vanin told the newspaper.

Asked to respond, NATO spokeswoman Oana Lungescu said Denmark was a staunch member of the alliance and NATO would defend all allies against any threat.

"We have made clear that NATO's ballistic missile defence is not directed at Russia or any country, but is meant to defend against missile threats. This decision was taken a long time ago, so we are surprised at the timing, tone and content of the statements made by Russia's ambassador to Denmark," she said.

"Such statements do not inspire confidence or contribute to predictability, peace or stability," she added.

Tensions between Moscow and the West have grown since the imposition of economic sanctions on Russia over a pro-Russian rebellion in eastern Ukraine. NATO has recorded increased activity by the Russian navy and air force in the Nordic region.

No missiles are to be placed on Danish soil under the NATO programme, but they could be deployed some day in Greenland, a part of the kingdom, according to Jyllands-Posten.

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Russia threatens Denmark over NATO shield