COPENHAGEN (Reuters) - Russia threatened to aim nuclear missiles at Danish warships if Denmark joins NATO’s missile defense system, in comments Copenhagen called unacceptable and NATO said would not contribute to peace.

Denmark's Foreign Minister Martin Lidegaard speaks to journalists as he arrives for an informal meeting of the EU Foreign Affairs Ministers in Milan August 29, 2014. REUTERS/Alessandro Garofalo

Denmark said in August it would contribute radar capacity on some of its warships to the missile shield, which the Western alliance says is designed to protect members from missile launches from countries like Iran.

Moscow opposes the system, arguing that it could reduce the effectiveness of its own nuclear arsenal, leading to a new Cold War-style arms race.

In an interview in the newspaper Jyllands-Posten, the Russian ambassador to Denmark, Mikhail Vanin, said he did not think Danes fully understood the consequences of joining the program.

“If that happens, Danish warships will be targets for Russian nuclear missiles,” Vanin told the newspaper.

Asked to respond, NATO spokeswoman Oana Lungescu said Denmark was a staunch member of the alliance and NATO would defend all allies against any threat.

“We have made clear that NATO’s ballistic missile defense is not directed at Russia or any country, but is meant to defend against missile threats. This decision was taken a long time ago, so we are surprised at the timing, tone and content of the statements made by Russia’s ambassador to Denmark,” she said.

“Such statements do not inspire confidence or contribute to predictability, peace or stability,” she added.

Tensions between Moscow and the West have grown since the imposition of economic sanctions on Russia over a pro-Russian rebellion in eastern Ukraine. NATO has recorded increased activity by the Russian navy and air force in the Nordic region.

No missiles are to be placed on Danish soil under the NATO program, but they could be deployed some day in Greenland, a part of the kingdom, according to Jyllands-Posten.

“Denmark will become a part of the threat against Russia. It will be less peaceful, and relations with Russia will be damaged,” Vanin said, adding that Russia has missiles which would be able to penetrate the future missile shield.

Denmark’s foreign minister Martin Lidegaard said Vanin’s comments were unacceptable.

“Russia knows very well that NATO’s missile defense is not aimed at them,” Lidegaard told Jyllands-Posten.

NATO’s top military commander, U.S. Air Force General Philip Breedlove, told a Brussels conference on Sunday that the comments from the Russian ambassador were the “next step” in a campaign against countries that joined the shield.

“Romania came under great pressure when they became a part of the (missile shield). Poland is coming under great pressure and now anyone else who wants to join in to this defensive capability will come under this diplomatic and political pressure,” Breedlove said.