Ukraine will send a note to Russia on the violation by the Russian side of the International Convention for the Suppression of the Financing of Terrorism, Ukrainian Prime Minister Arseniy Yatseniuk has said.

"Ukraine believes that Russia is directly involved in the financing of terrorism on the territory of Ukraine, the sending of weapons, trained agents and support of bandits and terrorists who commit crimes on the territory of the Ukrainian state," he said at a government meeting on Wednesday.

Yatseniuk noted that Ukraine and Russia were parties to the International Convention for the Suppression of the Financing of Terrorism.

"The Ukrainian state sends an official note to Russian regarding the violation by Russia of the International Convention for the Suppression of the Financing of Terrorism," he said.

He noted that Ukraine wanted Russia to give an immediate response to this note from the Ukrainian Foreign Ministry.

"In accordance with the requirement of the Convention, the final decision will be made by the UN International Court [of Justice]," Yatseniuk said.