Danish warships could become targets for Russian nuclear missiles if Denmark joins NATO's expanding missile defense system, Russia's ambassador to Denmark warned Saturday.

Since 2002, the U.S. has led the expansion of NATO's defense shield system, which Russia has long protested.

"I don't think the Danes fully understand the consequences of what will happen if Denmark joins the American-controlled missile defence. If it happens, Danish war ships will become targets for Russian atomic missiles," Russian Ambassador Mikhail Vanin wrote in the Danish newspaper Jyllands-Posten, reported The Local Denmark.

In August, Denmark said it will contribute at least one frigate to the NATO defense system. Danish Defense Minister Nicolai Wammen told Jyllands-Posten at the time that the decision was not "targeted against Russia, but rather to protect us against rogue states, terrorist organizations and others that have the capacity to fire missiles at Europe and the US."

Nonetheless, Vanin wrote that Russia views the situation differently, saying Denmark would lose "both money and security" if its relationship with Moscow is tarnished.

"Denmark will become a part of the threat against Russia. It will be less peaceful and the relationship with Russia will be harmed. It is of course your decision - I want to simply remind you that it will cost you both money and security," Vanin wrote.

"At the same time, Russia has missiles that are guaranteed to break through future global missile defence systems," he added.

Danish Foreign Minister Martin Lidegaard struck back, calling Vanin's comments "unacceptable."

"Russia knows fully well that Nato's missile defence is not aimed at them. We are in disagreement with Russia on a number of important things but it is important that the tone between us does not escalate," Lidegaard told Jyllands-Posten, according to The Local.

NATO has upped its security forces in European countries following Russia's military actions in Ukraine. Denmark said in July that "Danish troops will play a 'significant' role in NATO's response to Russian aggression in Ukraine."

The U.S. Navy commissioned a new missile defense station in Romania last year, which is scheduled for completion in 2015. A similar system in Poland should be completed in 2018, according to Military.com.

In response to Russian actions, NATO also announced that its European response force could increase to 30,000 troops from the current 13,000, with most stationed near the Russian border.

NATO intercepted a record number of Russian planes and ships in 2014, as Russian jets often neared the airspace of member countries, including Denmark. Moscow even carried out a simulated attack on the island of Bornholm last year, according to the Danish Defence Intelligence Service, reported The Local.

Just this week, Newsweek reported that Lithuanian forces intercepted 11 Russian aircraft flying together at night in international airspace near the country. The planes had their transponders turned off and refused to respond to NATO radio communication.