US Defence Secretary Chuck Hagel on Thursday joined NATO in warning Russia not to take any action that could lead to "miscalculation" amid rising tensions on Ukraine's majority-Russian Crimea peninsula.

Speaking after pro-Kremlin gunmen seized regional administration buildings in Crimea and Moscow ordered snap combat readiness drills near the border, Hagel warned: "I am closely watching the Russian military exercise.

"I expect them to be transparent about these activities," he told a press conference at the close of a two-day NATO defence ministers meeting.

"I urge them not to take steps that could be misinterpreted or lead to miscalculation."

The crisis in Ukraine dominated the gathering, with an emergency meeting of the NATO-Ukraine Commission added to the agenda at the last moment.

Hagel said Washington was concerned about the latest developments, especially in Crimea, and was continuing "to talk to our Russian counterparts" about their intentions.

NATO head Anders Fogh Rasmussen said he had no indication that Russia planned military intervention in Ukraine, after he too had warned Moscow against fuelling tensions.

Asked about the military exercise, he said: "The Russians informed us about this and made clear that this exercise has nothing to do with ongoing events in Ukraine."

But the military exercise "does not make things easier", he added.

The NATO chief called on all parties to do their best to calm the situation.

"We need steps that can cool down the whole situation and that's a responsibility for all parties involved," he said.

NATO defence ministers on Wednesday agreed a statement which said a sovereign, independent and stable Ukraine was essential to security in Europe.

Rasmussen said after that statement that "Ukraine is the most important security issue in Europe today."

The latest developments have stoked concern about Ukraine's future and the possible wider fallout from the weekend ouster of pro-Russian president Viktor Yanukovych after three months of anti-government protests.

- Moscow 'won't break treaties' -

Crimea is especially sensitive as the home base for Russia's Black Sea fleet, and Ukraine's new interim government warned the Russian navy to keep its troops in their bases.

"Any troop movements will be considered as military aggression," acting pro-Western president Oleksandr Turchynov told parliament.

Moscow for its part said it would abide by the treaties governing the use of Crimea by its fleet.

"We declare that in the current difficult situation the Russian Black Sea fleet is strictly adhering to said agreements," Russian agencies quoted a foreign ministry spokesman as saying.

Ukraine's ambassador to NATO, Igor Dolgov, said Kiev welcomed the alliance's commitment to the country's territorial integrity.

Asked about Russia's military exercise and possible intervention, Dolgov said Ukraine expected "all countries to act in accord with the norms of international law.

"There is no need to expect us to ask for assistance from other countries," he added.

In 1997, NATO set up a joint commission with Ukraine to oversee relations, and in 2008 agreed that Kiev could eventually be considered for membership of the Cold War-era alliance.