The Washington Post, citing people familiar with the matter, said the democratic socialist had been told his campaign was being targeted as part of an effort to interfere with the Democratic contest.
Mr Sanders released a statement calling Russian president Vladimir Putin an "autocratic thug".
He said: "Unlike Donald Trump, I do not consider Vladimir Putin a good friend.
"He is an autocratic thug who is attempting to destroy democracy and crush dissent in Russia. Let’s be clear, the Russians want to undermine American democracy by dividing us up and, unlike the current president, I stand firmly against their efforts, and any other foreign power that wants to interfere in our election."