Chief executive Alexei Miller warned that the stoppage posed a serious risk to the secure transit of gas to Europe via Ukraine, as well as to Ukrainian consumers.
Some 15% of the gas used in Europe travels through Ukraine.
Russia resumed gas shipments to its neighbour less than two months ago after they signed an EU-brokered deal ensuring supplies until March.
Past disputes between Russia and Ukraine have led to stoppages.
A previous cut-off in 2009 caused serious disruptions in shipments to EU countries at the height of winter.
Temperatures in Ukraine, where most homes rely on piped gas for central heating, were below freezing on Wednesday.
Gazprom`s move comes at a time of heightened tensions between Moscow and Kiev over Crimea, which Russia annexed last year.
A state of emergency was declared after Russian media reported that two pylons in the Kherson region of Ukraine north of Crimea had been blown up by Ukrainian nationalists, cutting electricity supplies to most of the territory.
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