Russia's Foreign Ministry has announced that it had rejected a request from the US embassy to visit detained Wall Street Journal reporter Evan Gershkovich in response to Washington's refusal to grant visas to a group of Russian journalists.

The ministry said on Thursday that it had summoned a senior US diplomat to hand over a formal note of protest against a decision by the United States to not grant visas to a group of Russian journalists meant to accompany Russian Foreign Minister Sergey Lavrov to the United Nations in New York this week.

"The US embassy was informed that its request for a consular visit on May 11... to US citizen (Evan) Gershkovich, who was detained on charges of espionage, has been rejected," the Russian foreign ministry said.

The decision followed what the foreign ministry said was a "provocative" US decision to bar Russian journalists from flying to the United States.

"It was particularly emphasised (to the US diplomat) that such sabotage, intended to prevent normal journalistic work, would not go unanswered," Moscow's statement added.

The ministry warned that "other potential retaliatory measures are being worked out."

Gershkovich was arrested in Russia last month and charged with espionage.

His employer, The Wall Street Journal, and US officials denied the allegations.

Gershkovich, who previously worked for AFP news agency, is the first foreign journalist arrested on spying charges since the collapse of the Soviet Union.

After its journalists were denied visas on Sunday, Russia vowed to respond.

"We will find formats to respond to this so that the Americans remember for a long time that such things must not be done," Deputy Foreign Minister Sergei Ryabkov was cited as saying by state-run news agencies.

Since the beginning of Russia's military intervention in Ukraine last year, Moscow has tightened conditions to obtain accreditations needed to work as a journalist in the country.