Australians in Russia have been warned to brace for harassment and a rise in anti-Western sentiment amid worsening political and diplomatic tensions.

The Department of Foreign Affairs and Trade issued new travel advice for Russia on Sunday amid the ongoing global fallout from the assassination attempt in the UK of double agent Sergei Skripal and his daughter Yulia.

The Turnbull government last week expelled from Australia two Russian diplomats suspected of being spies as part of a coordinated Western response. Russia has retaliated by expelling Western diplomats, including two Australians.

Worsening tensions: Russian President Vladimir Putin and Prime Minister Malcolm Turnbull

DFAT says Australians should exercise "a high degree of caution in Russia".