"Putin is saying he is not bluffing. Well, he cannot afford bluffing, and it has to be clear that the people supporting Ukraine and the European Union and the Member States, and the United States and NATO are not bluffing neither," Borrell said at the opening of a Diplomatic Academy in Brussels.

"Any nuclear attack against Ukraine will create an answer, not a nuclear answer but such a powerful answer from the military side that the Russian Army will be annihilated."

Fears that Moscow could use a tactical nuclear weapon in Ukraine have grown after Putin issued veiled threats as he staged the annexation of four occupied regions in the face of loses on the battlefield.

NATO chief Jens Stoltenberg has warned Russia it faces "severe consequences" if it launches a nuclear attack on its pro-Western neighbour.

"There would be a sharp response -- almost certainly drawing a physical response from many allies, and potentially from NATO itself," a senior NATO official said Wednesday.

But the alliance has stopped short of threatening to use its nuclear arsenal to respond as non-member Ukraine is not covered by its self-defence clause.

The US and NATO has so far steered clear of intervening militarily in the Ukraine conflict for fear of sparking a catastrophic nuclear conflict with Moscow.