Threats against diplomatic institutions and embassies "are something we cannot accept," said the statement read out by Ukraine's envoy Andriy Melnyk.
The joint reaction comes after Russia on Monday warned of a "systematic attack" on Kyiv and urged foreign diplomats and citizens to leave the Ukrainian capital.
UN Secretary-General António Guterres expressed "deep concern" in the Security Council about the escalation in the war and warned of the risks.
