In an interview Thursday with NBC News' Megyn Kelly, Russian President Vladimir Putin denied that he has declared a "new Cold War."

The backdrop: Earlier on Thursday, Putin said Russia had tested new nuclear weapons, including a new missile and an underwater drone. He told Kelly tests on those weapons had been "excellent" and some "are already available to the troops and already are battle ready." His announcement prompted the Pentagon to say the U.S. is "fully prepared" should Russia launched a nuclear attack.