Russia's Interfax news agency said on Monday that Bastion missile-launchers had been sent to Kaliningrad.
In a statement to the Associated Press, Nato said the move "does not help to lower tensions or restore predictability to our relations".
The Kremlin has accused Nato of stoking tensions by expanding eastwards.
Kaliningrad is a Russian exclave sandwiched between Poland and Lithuania.
Baltic warning over Russian move on Nato
Missile deployment in Kaliningrad ups the stakes for Nato
In October, Russia sent nuclear-capable Iskander missiles to Kaliningrad, a move Poland described as of the "highest concern".
Russia said the deployment was part of military exercises and had happened before.
The Russian exclave of Kaliningrad represents an important military outpost between Poland and Lithuania with its coastline on the Baltic Sea.
The accumulation of radars and air defence systems, as well as coastal anti-shipping missiles, all form part of Moscow's developing "anti-access and area denial strategy", which in essence seeks to push Nato forces away from Russia and to make it very difficult to reinforce Nato members in the Baltic region in the event of a crisis.
However, in a separate statement on Monday, the RIA news agency quoted Russian defence committee chairman Viktor Ozerov as saying Iskanders and S-400 surface-to-air missiles were deployed in Kaliningrad to counter a planned US missile defence shield in eastern Europe.
The Bastion system fires Oniks cruise missiles, which have a range of up to 280 miles (450km). Russia has already used them in the Syrian civil war where it is supporting President Bashar al-Assad.
On Tuesday, Nato urged greater transparency on military activities "to avoid incidents and the risk of misunderstandings".
US state department spokesman John Kirby also called the latest Russian moves "destabilising to European security".
Kaliningrad profile
"Russia has made threats to move its Iskander missiles to Kaliningrad for the past decade in response to a variety of developments in Europe, none of which demand such a military response," he said.
"We call on Russia to refrain from words or deeds that are inconsistent with the goal of promoting security and stability."
His comments brought a stinging rebuke from the Russian defence ministry, which said that "all recent threats to European security" were a consequence of US military policy.

Steve Morgan said the planning system was the biggest barrier to new houses.
The suggestion that housebuilders were sitting on landbanks in order to maximise profits was "completely incorrect", he told Radio 4's Today.
Mr Morgan was speaking after Redrow revealed strong half-year results.
The company reported that completed house sales were up 13% in the six months to December 2016 to 2,459 compared with the same period last year and pre-tax profits were up 35% to £140m.
Redrow and other big builders have enjoyed big growth in profits for the last three years, but Mr Morgan said the industry was rebuilding its profitability after suffering heavy losses in the financial crisis. "Profits are growing, but this is a return to normal levels from a nil start," he said.
The planning problem stemmed from difficulties in moving from outline permission - where a council says land is OK for housing - to detailed permission, when the builder can start work.
"This can take normally one year, but up to two years," Mr Morgan said. Redrow has just short of 26,000 plots in its landbank. "At one-third of them, we just can't get on site."
The planning process was also inhibiting supply by dissuading smaller builders from doing more.
"It's not so bad for the big builders like us, but small companies face a wall of bureaucracy. If I was starting out today, I could not build up Redrow as I did."
The housing White Paper proposed forcing housebuilders to surrender land if construction had not started two years after planning permission was granted. The current rule is three years.
Mr Morgan said that if the time was counted from the grant of outline permission, it would make many projects "impossible".
He said references in the White Paper to a "broken" market were "a bit disappointing" and added: "Actually, a lot has been done to increase output in the last few years, but of course, there is more to be done."
Nato has accused Russia of "aggressive military posturing" following reports that it has deployed anti-ship missiles in its westernmost Baltic region.
[NEXT_CONCEPT]
The chairman of one of the UK's top housebuilders, Redrow, has rejected accusations of land hoarding by the industry and called the government's housing White Paper "disappointing".