"Out of an abundance of caution, the embassy will be closed, and embassy employees are being instructed to shelter in place," it said in a statement.
"The US embassy recommends US citizens be prepared to immediately shelter in the event an air alert is announced."
On Tuesday, Russian President Vladimir Putin approved changes to Russia’s nuclear doctrine, setting out new conditions under which the country would consider using its arsenal.
It now says an attack from a non-nuclear state, if backed by a nuclear power, will be treated as a joint assault on Russia.
Commenting on the changes, US state department spokesperson Matthew Miller said: "Since the beginning of its war of aggression against Ukraine, [Russia] has sought to coerce and intimidate both Ukraine and other countries around the world through irresponsible nuclear rhetoric and behaviour."