A spokesman for Alex Salmond has played down the Scottish First Minister's comment that he admired "certain aspects" of Vladimir Putin's leadership.
The spokesman pointed out that the interview, conducted by former Labour spin doctor Alastair Campbell for GQ magazine, took place before the annexation of Crimea from Ukraine.
"Since then, the Scottish Government has made our position abundantly clear on the illegal annexation, including the decision to withdraw the invitation to the Russian Consul General to the annual Scottish Consular Corps dinner," he said.
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The threat level has been raised to critical by MI5's Counter-Terrorism Analysis Centre.
Prime Minister Theresa May announced the decision from Downing Street.
A man, apparently armed with a small axe and a large stick, was detained close to the event and police cleared the area as a precaution.