"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 Belgium.

"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 losses on the battlefield.

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

"We will not go into exactly how we will respond but of course, this will fundamentally changed the nature of the conflict," Stoltenberg said.

"Even any use of smaller nuclear weapons will be a very serious thing."

A senior NATO official on Wednesday said that use of a nuclear weapon by Russia in Ukraine would result in "almost certainly drawing a physical response from many allies, and potentially from NATO itself".

The alliance has stopped short of threatening to use its nuclear arsenal to respond as non-member Ukraine is not covered by its mutual 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.

"The fundamental purpose of NATO's nuclear deterrent is to preserve peace and deter aggression and prevent coercion against NATO allies," Stoltenberg said.

"Circumstances in which NATO might have to use nuclear weapons are extremely remote."