The US and some other Western embassies in Kyiv have been closed amid fears Russia is preparing a major air attack on the Ukrainian capital.
It comes a day after a major strike by Ukraine on Russian territory in the ongoing war in eastern Europe.
Ukraine fired six US-made long-range ATACMS missiles at the Bryansk region on Tuesday, the Russian defence ministry claimed.
The US has given Kyiv permission to use such weapons against targets deep inside Russia in a move which has been denounced by Moscow as an escalation in the conflict.
America has also now allowed Ukraine to use US-supplied anti-personnel landmines to help in the fight against Russian forces.
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And British-made Storm Shadow missiles have been fired into Russian territory by Ukraine for the first time, a source has told Sky News.
Amid the Russian threat, the UK government said its embassy in Kyiv remained open, but the Italian, Spanish and Greek embassies had shut while the German embassy remained open in a “limited capacity”.
The American delegation said it had received a “specific” warning of a potentially “significant” air attack on 20 November amid ongoing Russian missile and drone attacks on Kyiv.
“Out of an abundance of caution, the embassy will be closed, and embassy employees are being instructed to shelter in place,” the US Department of State Consular Affairs said in a statement on the embassy’s website.
“The US embassy recommends US citizens be prepared to immediately shelter in the event an air alert is announced.”
Air raid sirens sounded in the Ukrainian capital and other cities during the day, according to reports.
Serhiy Popko, head of Kyiv’s military administration, issued a warning, adding: “Kyiv is a missile hazard! Go to the shelters!”
In a separate decision on Wednesday over US-supplied landmines, the Biden administration said it was made in response to a change in tactics by the Russians.
US Defence Secretary Lloyd Austin said Russian ground troops are leading the movement on the battlefield, rather than forces more protected in armoured carriers.
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Therefore, Ukraine needs things to “help slow down that effort on the part of the Russians”, he said.
Mr Austin added: “The landmines that we would look to provide would be landmines that are not persistent.
“We can control when they would self-activate, self-detonate and that makes it far more safer, eventually, than the things that they are creating on their own.”
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The war, which reached its 1,000-day milestone on Tuesday, has taken on a growing international dimension with the arrival of North Korean troops to help Russia on the battlefield – a development which prompted the US policy shift.
Russian President Vladimir Putin has lowered the threshold for using his nuclear arsenal.
This permits a potential nuclear response by Moscow even to a conventional attack on Russia by any nation supported by a nuclear power.