Moscow issued a stark warning to Copenhagen on Saturday, saying that the Danish navy will be targeted for potential nuclear attacks from Russia if Denmark joins the NATO missile defence shield.
"I don't think that Danes fully understand the consequence if Denmark joins the American-led missile defence shield," Mikhail Vanin, the Russian ambassador to Denmark, told the Jyllands-Posten newspaper. "If they do, then Danish warships will be targets for Russian nuclear missiles."
Mr Vanin went on to say that if Copenhagen joined the NATO missile defence system the Baltic state would become a great threat to Russia and relations between the two countries would be "less peaceful."
Danish Foreign Minister Martin Lidegaard called Moscow's stance "unacceptable".
"We disagree with Russia on many important issues, but we also cooperate, for example, in the Arctic and it is important that the tone between us does not escalate," Mr Lidegaard said.
The diplomatic spat comes after the Danish military published information revealing the number of times Russia's air force encroached on Danish airspace last year. The report showed that in 2014 Danish F-16 squadrons had to be deployed 58 times to see off Russian aircraft, twice the levels seen in 2012, according to The Telegraph.
Copenhagen announced last year that it would take part in NATO's defence shield by installing special radar systems on one or more of its frigates.
Denmark's defence minister has tried to assuage Russia's fears about NATO's missile system, maintaining it is not directed at Moscow, but rather at "rogue states, terrorist organisations and others who would have the capacity to fire missiles at Europe and the United States".
Russia, however, is not budging. "There are some who feel that NATO is moving closer and closer to the Russian border and strengthening its position. That creates insecurity in Russia," Mr Vanin said.
Baltic nations have been feeling anxious about Russia ever since Moscow annexed the Crimea region from Ukraine.
Crimean citizens voted to be re-joined to Russian territory in a referendum considered "illegal" by the West.
Mr Vernin called the notion that Russia will now invade every single one of its Baltic neighbours "hysteria".
"Why believe the hysteria that Lithuania is Russia's next target? It's just an example of very bad theatre. The only people it is good for is the weapons producers," he said.
Felipe Araujo is the overnight homepage editor for BuzzFeed News and is based in London.
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