Russia’s state-controlled gas company is halting supplies to Ukraine.
Gazprom chief executive Alexei Miller said Russia sent the last shipment to Ukraine at 10am local time on Wednesday and would not send more because Ukraine has not paid for future supplies.
Russia resumed gas shipments to Ukraine less than two months ago after the two countries signed an EU-brokered deal ensuring supplies through March.
Past gas disputes between Russia and Ukraine have led to cut-offs. One stand-off in 2009 caused serious disruptions in shipments to EU countries in the dead of winter.
Temperatures in Ukraine, where most homes rely on piped gas for central heating, were below freezing on Wednesday morning.
Ukraine's prime minister said later that his government had decided to close the country's air space to all Russian planes.
Kiev last month banned all Russian airlines from flying into Ukraine but Russian planes had been allowed to fly over its territory.
The decision to shut the air space was announced by Arseny Yatsenyuk at a televised government session. It comes as tensions simmer between Russia and Ukraine following Russia’s annexation of Crimea last year and a separatist war in eastern Ukraine which has killed more than 8,000 people and left parts of the industrial heartland in ruins.