The European Union's top diplomat on Sunday said Russia was rejecting constructive dialogue with the EU and that Europe must draw the consequences, including the possibility of new sanctions.

In a blog post, Josep Borrell said the shock expulsion of three EU diplomats during his two-day visit to Moscow, showed that Russia "did not want to seize this opportunity to have a more constructive dialogue with the EU".

The bloc "will have to draw the consequences" he wrote, insisting that "it will be for member states to decide the next steps, and yes, these could include sanctions."

Drawing up EU sanctions are strictly up to the members states and require unanimity among the 27.

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Borrell will debrief his trip to foreign ministers from the 27 member states on February 22 and EU leaders will discuss their strained ties with Moscow at a summit in March.

His trip, which ended on Saturday, had been a controversial journey that divided the EU's 27 member states, with France and Germany backing dialogue with the Kremlin.

Other countries backed a harder line after the jailing of Kremlin critic Alexei Navalny and a crackdown on pro-Navalny protesters that has seen more than 10,000 people arrested in recent weeks.

Borrell's trip took a negative turn when Moscow expelled diplomats from Poland, Germany and Sweden just hours after he met with Russian Foreign Minister Sergei Lavrov to discuss ties.

The former Spanish foreign minister described the trip as "very complicated" and said he returned to Brussels "with deep concerns".

"It seems that Russia is progressively disconnecting itself from Europe and looking at democratic values as an existential threat," he said.

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Borrell, whose views do not necessarily represent the 27, defended his visit arguing that criticising Russia from a distance "will not bring greater security to the EU".

"We have to face challenges, including meeting others in their home turf, just when negative events are unfolding" in order to better assess the action to take.

"If we want a safer world for tomorrow, we have to act decidedly today and be ready to take some risks," he said.