Russian state-owned news agency RIA cited the ministry as saying that the MiG jets would be on round-the-clock duty.
Kaliningrad, a Russian Baltic coast exclave located between NATO and European Union members Poland and Lithuania, became a flashpoint after Lithuania moved to limit goods transit to the region through its territory, with Russia promising retaliation.
Tensions in the region have risen since Russia sent tens of thousands of troops into Ukraine six months ago in what it calls a "special military operation".
Earlier on Thursday, Finland's Defence Ministry said that two Russian MiG-31 jets were suspected of violating its airspace near the city of Porvoo, on the Gulf of Finland 150 km (90 miles) from Russia.
(Reporting by ReutersEditing by Mark Heinrich)
