Russian President Vladimir Putin said on Friday that Ukraine had attacked an air traffic control centre in Russia's Rostov-on-Don, warning the strike could have affected the safety of civil aviation.
He added that no tragic incidents occurred despite the potential risk.
Ukraine had never said it would abide by Moscow's call to halt strikes, lambasting Russian leader Vladimir Putin for only wanting to pause fighting so he could stage Saturday's grand parade on Red Square.
Kyiv said Moscow had ignored a Ukrainian proposal to halt fighting earlier this week – a counter-offer for a short-term cease-fire. Ukrainian President Volodymyr Zelenskyy had cast it as a test of whether the Kremlin was serious about providing a brief respite in the four-year war.
Russia has twice this week vowed a huge strike on Kyiv if the Red Square parade is attacked on Saturday. Putin is set to deliver a defiant address there linking Soviet victory over Nazi Germany with his invasion of Ukraine.
Zelenskyy will stay in Kyiv over the weekend, a senior source close to the Ukrainian president told AFP on condition of anonymity.
The EU, Britain and Germany were among the foreign missions in the Ukrainian capital that rejected and condemned the Russian threat.
Putin has made memory of the Soviet victory over Nazi Germany a central narrative of his 25-year rule, staging massive parades in central Moscow on May 9 and invoking it to justify his invasion of Ukraine.
But the Kremlin is on edge after a spate of Ukrainian long-range attacks on energy facilities in recent weeks.
Military hardware will be absent from the parade for the first time in almost two decades and only a handful of foreign guests will attend.
Moscow has also been intermittently shutting off mobile internet ahead of the celebrations.
Talks on ending what has spiralled into Europe's worst conflict since World War II have shown little progress and have been sidelined by the Iran conflict.