Russian Deputy Foreign Minister Alexander Grushko warned that the EU will pay for its "energy blackmail," adding that the EU is "playing with fire," according to TASS.

The remarks were made as European Commission President Ursula von der Leyen said on Wednesday that the EU will soon impose additional sanctions against Russia, on top of the latest package announced on Tuesday, likely including measures against imports of Russian oil.

"We will certainly take retaliatory measures, we are working on corresponding measures in order to protect our legitimate interests in the economic field and other areas," Grushko told TASS. 

In addition to sanctions on energy, several European countries including France, Belgium, the Netherlands and Italy have expelled large numbers of Russian diplomats in recent days.

Russia still wants to maintain diplomatic relations with Western countries despite a series of expulsions of its diplomats, the official said. 

"Nevertheless our position remains absolutely the same: we advocate for diplomatic channels to remain open."

Grushko also denied any contact with NATO, saying they have nothing to discuss at the moment.