But when Ukraine's air force issued a warning of an incoming ballistic missile attack on Friday, she rushed deep underground into the nearest metro station.

"We're used to Shahed attack drones, very unfortunately. But ballistics are much worse, and we're in the centre of Kyiv," she said, speaking to AFP in the bowels of the Khreshchatyk metro station in central Kyiv.

Ukrainians are on edge amid Russian threats it could launch a devastating aerial attack using a missile Moscow claims is impossible to stop with air defences.

Last month Russian President Vladimir Putin fired a new nuclear-capable hypersonic ballistic missile, named Oreshnik, at the Ukrainian city of Dnipro.

Putin called it retaliation for Ukraine firing US-supplied ATACMS missiles onto Russian border regions and publicly threatened to use it to strike the heart of Kyiv.

"We're very scared," said Inna, declining to give her surname, saying she had family in Ukrainian territories occupied by Russia and feared retribution.

A crowd of around 100 had rushed down with her.

The strike never hit Kyiv, but the nervousness that has gripped the Ukrainian capital since Putin's threats is palpable.

Pavlo Tsymbalyuk, 32, did not doubt the Russian leader would eventually carry out the attack on Kyiv.

He took to the shelter with his cat, Vaselyna.

"Today it's a high-risk missile, Oreshnik or something, so we decided to go down," he said.

- 'Completely unpredictable' -

Kyiv's deep metro stations, built in the Soviet-era, have doubled as bomb shelters since Russia invaded.

But with daily life having been punctuated by air raid alerts for almost three years, many chose to stay above ground on Friday.

Though the capital has been spared the worst of Russia's aerial attacks, civilians have been killed by Russian missiles, including in a major strike on a children's hospital earlier this year.

Like most who had rushed into the packed Khreshchatyk station, Tsymbalyuk was scrolling through his phone for real-time updates on the missile threat.

"We have a lot of channels and applications that show us if it's really dangerous, much more dangerous or a little bit dangerous. It's like checking the weather!" he joked.

A group of schoolchildren cheered when authorities gave them the green light to go back to the surface after some 40 minutes.

Clutching his cat, Tsymbalyuk simply smiled.

Officials have not yet provided information about the type of missile that triggered Friday's alert.

There was no indication on social media that any large-scale damage had been caused -- either by a direct hit or falling debris.

Inna said she was always nervous.

"We don't know what we can expect from our neighbours. They're completely unpredictable," she said.

"They don't care if (they hit) children or adults, residential buildings, kindergartens or schools."