Ukraine had tightened security for the anniversary of the defeat of Nazi Germany in 1945, he said on Thursday.
Yatseniuk expressed scepticism about Putin's call on Wednesday for pro-Russian rebels in eastern Ukraine to call off a referendum on secession they plan to hold on Sunday, and his promise to do everything he could to help restore stability.
"This declaration by Vladimir Putin put me on my guard," he told "Fifth Channel" television, quoted by Interfax-Ukraine. "It gave me a feeling of foreboding. They say one thing and do another."
The separatist rebels decided on Thursday to go ahead with the vote which Kiev considers illegal. The United States has accused Moscow of failing to ensure implementation of an international deal struck last month in Geneva aimed at defusing the crisis, while the Kremlin says Kiev is responsible, with Russian state TV portraying the government as fascists.
Yatseniuk said he feared Moscow was planning an incident involving veterans who fought with the Soviet army in defeating the Nazis.
"They (the Russians) say: 'look, we ... are calling everyone to peace, but it's the Ukrainians who are guilty of not carrying out the Geneva agreements and guilty of some skirmish they are definitely planning for May 9," he said. "There is no doubt about this ... and Russian television will show footage of rampant nationalists beating up veterans. Russian propaganda."
Ceremonies marking Victory Day will take place across Ukraine under unprecedented security for fear of clashes that could further raise tensions in the country.