Yevgeny Prigozhin, leader of the Wagner Group, said on Saturday that the headquarters of the Southern Military District and all military facilities in Rostov-on-Don were under his control.

Prigozhin in a video demanded that Kremlin bring him Chief of the General Staff Valery Gerasimov and Sergei Shoigu.

He also threatened in the video that he would go to Moscow.

"We will destroy anyone who stands in our way," he said in one of a series of video and audio recordings posted on social media.

He added, "We are moving forward and will go until the end."

Russian President Vladimir Putin has been briefed by the country's security agencies about what was referred to as an "attempted armed rebellion," according to Russia's state-run media.

The late-night statement from Putin's spokesman suggested that the Kremlin considered Wagner Group's move into Rostov-on-Don, a key Russian city close to the border with Ukraine, to be a "rebellion."

Wagner's founder Yevgeny Prigozhin in an audio message on Friday claimed his forces would now punish Russia's defense minister and chief of general staff, telling other units to stand down and not offer resistance.

"Special services, law enforcement agencies, namely the Ministry of Defense, the FSB, the Ministry of Internal Affairs, Rosgvardiya, in round-the-clock mode, constantly report to the president on the measures taken in the context of the implementation of the instructions previously given to him," Kremlin spokesperson Dmitry Peskov said on Saturday.

-ABC News' Tanya Stukalova and Patrick Reevell