The U.S. Embassy in Moscow issued a security alert on March 7, warning that its personnel were “monitoring reports that extremists have imminent plans to target large gatherings in Moscow, to include concerts.” The statement warned Americans that an attack could take place in the next 48 hours.

The warning was related to the attack on Friday, according to people briefed on the matter. But it was not related to possible Ukrainian sabotage, American officials said, adding that the State Department would not have used the word “extremists” to warn about actions ordered from Kyiv.

Pro-Kremlin voices immediately seized on the U.S. Embassy’s warning to paint America as trying to scare Russians.

America officials are worried that President Vladimir V. Putin of Russia could seek to falsely blame Ukraine for the attack, putting pressure on Western governments to identify who they think may be responsible. Mr. Putin frequently twists events, even tragic ones, to fit his public narrative. And he has been quick to accuse Ukraine of acts of terrorism to justify his invasion of the country.

U.S. officials said Mr. Putin could do that again after Friday’s attack, seeking to use the loss of life to undermine support for Ukraine both domestically and around the world.

On March 19, the Russian leader called the U.S. Embassy statement “obvious blackmail” made with “the intention to intimidate and destabilize our society.” But he had yet to comment directly on the attack Friday.

John Kirby, a spokesman for President Biden’s National Security Council, told reporters on Friday that the White House had “no indication at this time that Ukraine or Ukrainians were involved.” He added: “We’re taking a look at it. But I would disabuse you at this early hour of any connection to Ukraine.”

“Our thoughts obviously are going to be with the victims of this terrible, terrible shooting attack,” he also said.

Russia’s foreign ministry spokeswoman, Maria Zakharova, said however, according to Reuters, “On what basis do officials in Washington draw any conclusions in the midst of a tragedy about someone’s innocence?” She added that if Washington had information, it should be shared.

Mykhailo Podolyak, a top adviser to Ukraine’s presidential office, said in a video statement that “Ukraine has absolutely nothing to do” with the attack.

Aishvarya Kavi contributed reporting.