Finland must apply to join Nato without delay in the wake of Russia’s attack on Ukraine, its president and prime minister have said, confirming a historic change in the Nordic country’s security policy after decades of military non-alignment.

Sauli Niinistö and Sanna Marin made the call in a joint statement, adding: “We hope that the national steps still needed to make this decision will be taken rapidly within the next few days.”

Nato membership would strengthen Finland’s security, the two leaders said, and as a member of Nato: “Finland would strengthen the entire defence alliance. Finland must apply for Nato membership as a matter of urgency.”

Finland shares an 810-mile (1,300km) border with Russia and has long viewed joining the US-led alliance as an unnecessary provocation of Moscow, but Vladimir Putin’s invasion of Ukraine on 24 February has led to a profound shift in its thinking.

Public support for Nato membership has trebled in Finland, with the latest poll by the public broadcaster Yle showing 76% of Finns in favour compared with about 25% before the invasion, with only 12% against.

The president, prime minister and senior cabinet ministers will meet on Sunday to make the formal decision on submitting the country’s membership application. A positive decision would then be presented to parliament for approval early next week.

Russia has repeatedly warned both Finland and Sweden against joining Nato, saying the “serious military and political consequences” of such a move would oblige it to “restore military balance” by strengthening its defences in the Baltic Sea region, including by deploying nuclear weapons.

The defence ministry in Moscow said on Thursday a Finnish decision to join the alliance would be “a radical change” in the country’s foreign policy that would “force Russia to take retaliatory steps, both of a military-technical and other nature, in order to stop threats to its national security arising”.

Dmitry Medvedev, the former Russian president, said western countries’ “proxy war with Russia” would “increase the likelihood of a direct and open conflict between Nato and Russia”. He said Finnish membership would “definitely” be a threat to Russia’s security.

Urging the west not to “lie to yourself and others” and “choke in the paroxysms of Russophobia”, Medvedev said such a conflict “always has the risk of turning into a full-fledged nuclear war” and that this would be “catastrophic for everyone”.

Other governments in the region welcomed Helsinki’s statement. Denmark’s prime minister, Mette Frederiksen, said Finnish membership would “strengthen Nato and our common security”. Copenhagen would do everything for a quick admission process, she said.

Estonia’s prime minister, Kaja Kallas, said her country supported Finland’s rapid accession. “History being made by our northern neighbours,” she tweeted. “You can count on our full support. We support a rapid accession process. From our side will make necessary steps quickly.”

Finland’s foreign minister, Pekka Haavisto, told the European parliament on Thursday that accession to Nato would strengthen security in the region. Norway, Denmark and the three Baltic states are already Nato members and the addition of Finland would “bring added value”, he said.