The head of the Wagner mercenary group vowed Saturday to "go to the end" to topple the Russian military leadership, whom he accused of launching strikes on his men, while the country's prosecutor general said he was under investigation for "armed rebellion".

"We are going onwards and we will go to the end," Yevgeny Prigozhin, 62, said in an audio message.

"We will destroy everything that stands in our way," he added in the most audacious challenge to President Vladimir Putin since the start of the offensive in Ukraine last year.

He later claimed his forces had shot down a Russian military helicopter.

"A helicopter has just now opened fire at a civilian column. It has been shot down by units of PMC Wagner," he said.

Prigozhin earlier said his forces, who have spearheaded much of Russia's offensive, had entered the southern Russian region of Rostov but did not provide any proof and AFP could not independently verify his claims.

In Moscow, authorities have tightened security measures, with critical facilities "put under reinforced protection", the TASS state-run news agency reported, citing a law enforcement source.