Ukraine on Thursday unleashed a barrage of missile tests near Russian-annexed Crimea in a show of strength and defiance bound to irritate Moscow.

The two-day military drills near the Black Sea peninsula are a first for the former Soviet republic and a sign that it is regaining assertiveness in the face of its arch-foe Russia.

"No one will stop us," Ukrainian President Petro Poroshenko tweeted.

"We will be acting in the interests of the people of Ukraine!"

Kiev says Russia illegally annexed Crimea in March 2014 --- a month after Ukraine's Russian-backed president was ousted in a pro-EU revolt.

It also accuses Moscow of backing a 31-month pro-Russian insurgency in Ukraine's industrial east in a conflict that has claimed nearly 10,000 lives.

A Ukrainian military spokesman told the 112.ua Ukraine news site that Kiev was not violating international laws.

"The launches have started. Everything is going according to plan," Volodymyr Kryzhanovskiy was quoted as saying.

He said the war games included air defence units as well military drones and S-300 ground-to-air missile systems.

Kryzhanovskiy added that none of the missiles would land closer than 30 kilometres (19 miles) from Crimea.

Ukrainian media was full of speculation on Wednesday that Russia intended to shoot down the Ukrainian missiles once the tests began.

Ukrainian foreign ministry spokeswoman Mariana Betsa told the Ukrainska Pravda website that Kiev had received several "notes and letters from the Russian foreign and defence ministries" protesting the drills.

Moscow's messages stressed that the "tests supposedly violate the sovereignty of Russia and international law," Betsa was quoted as saying.

The Kremlin did not initially confirm sending warning messages.

But spokesman Dmitry Peskov told Thursday's online edition of the Vedomosti daily that Russia would indeed shoot down the missiles if it felt threatened.

Peskov said the tests could "create dangerous conditions for international flights crossing the territory of Russia and neighbouring regions".

An unnamed source in the Crimean military told Russia's RIA Novosti state news agency that his region's anti-missile systems had been put on a heightened state of alert.

Ukraine's national security council chief warned on Wednesday that such intimidation would not work.

"Threats to use weapons against Ukraine are an effort to turn the hybrid war that Russia has been waging against us for the past three years into an active war," Oleksandr Turchynov said.

The second set of tests are due to last for two hours on Friday.