Russia's FSB security service said on Saturday it was carrying out "appropriate" measures after the US embassy in Moscow warned of a planned "terrorist" attack in the capital.

The US embassy said earlier it was "aware of a credible threat of a mass casualty event TODAY October 31, at the Tsaritsyno Museum Reserve in Moscow".

The US government was "coordinating with appropriate Russian authorities on a response," it said, advising people: "Avoid the area, stay alert, and avoid crowds."

The US embassy did not give details on who was plotting the attack.

The Tsaritsyno museum is an imperial palace and park complex in southern Moscow that is a popular place to visit, especially on weekends.

Russian Telegram channel Baza, which reportedly has links to law enforcement, said the park was now closed and "open only for exits".

"Law enforcement officers are on the premises," it reported.

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