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The existence of the message was disclosed as the Kremlin was funneling armaments, including attack helicopters, to Russia’s border with eastern Ukraine for the next phase of its two-month-old invasion of the country.

Over the course of the war, the U.S. administration has provided increasingly heavier weapons to the Ukrainians — including 155-mm howitzers — as the conflict has ramped up, and it announced a new $800 million arms package this week.

Back in February, as the war began, the administration worried such weaponry could unnecessarily provoke Russia. But after coming under pressure from President Volodymyr Zelensky of Ukraine and members of Congress from both parties, the administration has decided to provide some of the kinds of heavy weapons it says Ukraine will require in the next phase of the war.

The Russian warnings have come as the invasion has met unexpectedly stiff Ukrainian resistance and has exposed weaknesses in Russia’s conventional armed forces.

President Vladimir V. Putin of Russia has installed a new command to oversee the Ukraine war and this past week publicly suggested for the first time that Russia’s goals were limited to securing the Donbas, the section of eastern Ukraine bordering Russia where Moscow-backed separatists have been fighting for eight years.

Russia’s goals when its military invaded on Feb. 24 appeared far more ambitious, with plans to besiege and capture the capital, Kyiv, in the north, cutting off Mr. Zelensky’s government from the rest of the former Soviet republic, which Mr. Putin has said he does not even consider a country.

That strategy backfired and Russian forces retreated last month. They also have failed to completely seize the strategic southeast port of Mariupol despite relentless bombardments that have turned that once bustling city of 450,000 into a wasteland of death and war’s destructive horrors.

Pavlo Kyrylenko, the governor of the Donetsk region of Eastern Ukraine, told CNN on Friday that Ukrainian troops were still in control of Mariupol, but that the city had been “wiped off the face of the earth by the Russian Federation, by those who will never be able to restore it.”

In what appeared to be another military embarrassment for Russia that it has sought to cover up, a senior U.S. defense official said Friday that Russia’s Black Sea flagship Moskva, a missile cruiser that sank Thursday, had been struck by two Ukrainian Neptune missiles, and not crippled by an accidental fire and explosion during a storm, as the Kremlin has asserted.

It was the first American corroboration of Ukraine’s claims that its Neptune missiles — a newly deployed weapon with a 190-mile range — had hit the ship, which was struck 65 miles south of the port of Odesa.

The loss of the Moskva was more than just a humiliation, as it could now seriously impair any Kremlin plans for an amphibious assault on Ukraine’s southern coast. The loss also raised questions about Russian dominance of Ukraine’s airspace and the apparent inability of the Moskva, a sophisticated warship, to evade or intercept the Neptunes with its own defense systems.

The U.S. official said that American intelligence assessments had indicated an unspecified number of casualties, contradicting Russian claims that all crew members had been safely evacuated.

The Russian diplomatic protest note, called a démarche, was sent through normal channels, two administration officials said, and was not signed by Mr. Putin or other senior Russian officials. But it was an indicator, one administration official said, that the weapons sent by the United States were having an effect.

American officials said the tone of the note was consistent with a series of public Russian threats, including to target deliveries of weapons as they moved across Ukrainian territory.

Officials said the note did not prompt any special concern inside the White House. But it has touched off a broader discussion inside the Pentagon and intelligence agencies about whether the “unpredictable consequences” could include trying to target or sabotage some of the weapons shipments while still in NATO territory, before they are transferred to Ukrainians for the final journey into the hands of Ukrainian troops. The delivery of the protest note was first reported by The Washington Post.

The weapons President Biden authorized this week for transfer to the Ukrainians include long-range artillery that is suited for what American officials believe will be a different style of battle in the open areas of the Donbas, where Russian forces appear to be massing for an attack in coming days.

Pentagon officials were insistent in the run-up to the war that the United States provide only defensive weaponry that would avoid escalation.

Jake Sullivan, the president’s national security adviser, described in an interview at the Washington Economic Club on Thursday how he and Gen. Mark A. Milley, the chairman of the Joint Chiefs of Staff, had reviewed weapons requests. They went over each item with their Ukrainian counterparts, talking about what the United States had in its stocks and what it could deliver quickly.

Reports by pro-Kremlin media have highlighted antitank systems and other Western weapons used by Ukrainian forces, promoting the idea that Russia is not at war with Ukraine but with an American-led alliance seeking to destroy Russia. Mr. Biden and his aides have denied that, saying that they wished to avoid direct conflict with Russia and had no interest in American-engineered regime change.

In Moscow, commentators have been increasingly calling on Russia to strike Ukrainian roads and railroads to inhibit the weapons transfers. While Russia has targeted many of Ukraine’s airports, the country’s ground transportation network remains largely intact.

“The time has come not to speak, but to attack,” Viktor Baranets, a military columnist for Komsomolskaya Pravda, Russia’s biggest tabloid, said on Friday. “Train echelons must be destroyed along with the railways.”

Russia’s concern may partly be over the accuracy Ukraine showed in hitting the Moskva, one of its most sophisticated warships.

The Russian démarche echoed the public rhetoric of officials in Moscow, who have been warning for weeks that Western arms deliveries to Ukraine would prolong the war and be met with a tough response.

It came as the level of concern among Russian officials over the impact of Western arms has been increasing, said Andrei Kortunov, the director general of the Russian International Affairs Council, a research organization close to the Kremlin.

“It seems the United States and the West in general are right now testing the limits of Russian tolerance when it comes to weapons deliveries,” Mr. Kortunov said. “It’s clear that these volumes are already so significant that they can affect the course of the hostilities, and this is raising concerns.”

A Russian deputy foreign minister, Sergei A. Ryabkov, said on Friday that Russia was “making it clear to the Americans and other Westerners” that attempts to hamper what Russia is calling its “special military operation” in Ukraine and increase Russian losses would be “curbed in a tough manner.”

He added that NATO vehicles carrying weapons across Ukrainian territory would be “viewed by us as legitimate military targets.” His comments came in an interview with Tass, the state-run news agency.

NATO hands off weapons to the Ukrainians in ways that seek to avoid having the alliance’s vehicles traverse Ukrainian soil. But Mr. Ryabkov’s comments have heightened concerns about whether Russia would take the risk of striking inside NATO territory.

When Mr. Putin announced his “special military operation” on Feb. 24, he said that those “who may be tempted to interfere” in Ukraine would face consequences as severe “as you have never seen in your entire history.”

“No matter how the events unfold, we are ready,” Mr. Putin said at the time. “All the necessary decisions in this regard have been taken.”

But Russia has so far appeared careful not to escalate the conflict in a way that could draw NATO countries more directly — for instance, not striking weapons convoys crossing into Ukraine from Poland.

“There are still fears regarding strikes that may hit the territory of NATO member countries,” Mr. Kortunov said. “One certainly does not want to create a pretext for some further escalation.”

David E. Sanger and Helene Cooper reported from Washington, and Anton Troianovski from Istanbul. Reporting was contributed by Marc Santora from Krakow, Poland; Michael Schwirtz from Lviv, Ukraine; and Julian E. Barnes and Eric Schmitt from Washington.