MOSCOW (Reuters) - Russia is puzzled by U.S. President Barack Obama's suggestion that Moscow was not cooperating with an international investigation into what downed a Malaysian Airline's jet earlier this month, the Foreign Ministry said on Wednesday.

"The words of U.S. President B. Obama that Russia is not cooperating with an international investigation into the catastrophe of the Malaysian Boeing cause confusion," the ministry said in a statement.

Obama has said Russia has a direct responsibility to compel pro-Russian separatists to cooperate with the investigation and that the burden is now on Moscow to force pro-Russian separatists to stop blocking the investigation.

(Reporting by Thomas Grove, editing by Elizabeth Piper)