Russian President Vladimir Putin is warning the West against deeper involvement in Ukraine, or risk a greater, nuclear conflict.

He made the comments during his annual state-of-the nation-address in Moscow on Thursday.

Putin said, "We also have weapons that can hit targets on their territory. And they should realize what they're doing -- trying to scare the whole world -- it does risk a conflict with nuclear weapons. Which means the destruction of civilization. Don't they understand this?"

Putin's warning appears to be in reference to a statement by French President Emmanuel Macron earlier this week, on the possibility of sending Western troops to Ukraine.

Speaking to lawmakers and members of Russia's elite, Putin reiterated the importance of unity over its military operation.

He said, "Our citizens, our unity, our devotion to our country, our responsibility for its fate -- these qualities were clear and unambiguous at the beginning of the special military operation, when most Russians supported it. I thank everyone who is now fighting for the interests of the Fatherland."

In response to Sweden newly joining NATO, Putin says Russia needs to strengthen its military capabilities.

Putin's remarks come as Russia prepares for a presidential election in March that he is expected to win.