Ukraine aspires to a closer relationship with the EU. Russian President Vladimir Putin said from the sidelines of the Asia-Pacific Economic Cooperation forum in Indonesia the Ukrainian government should be mindful of "the cost of such a journey."
Ukraine, a former Soviet republic, could secure a free trade agreement with Europe through its efforts.
"We hope that our Ukrainian friends will also consult with us before they take any sort of step," he was quoted as saying Tuesday by state news agency RIA Novosti.
Ukraine and Russia have sparred in the past over energy contracts. Former Ukrainian Prime Minister Yulia Tymoshenko is serving a seven-year jail sentence on corruption charges stemming from a 2009 deal with Russian energy company Gazprom.
Moscow said an open trade relationship between Ukraine and the EU would be "suicidal" for Kiev.
A possible association agreement is on the agenda for a November meeting in Lithuania, which holds the rotating presidency of the EU.