Peskov pointed to comments by President Vladimir Putin earlier this month about arming countries to potentially launch strikes on Western targets.
“The involvement of the United States, the direct involvement, as a result of which Russian civilians are killed, cannot be without consequences,” Peskov told reporters.
“Time will tell what these will be,” he said.
The foreign ministry said it had summoned US envoy Lynne Tracy on Monday.
It later issued a statement saying that Washington “bears equal responsibility with the Kyiv regime for this atrocity” and the strike would “not go unpunished”.
Russia said the strike on Sunday on the city of Sevastopol was carried out with a US-supplied ATACMS missile loaded with a cluster warhead.
Local Moscow-installed officials said the missile hit an area of the port city with sandy beaches and hotels.
At a meeting with international news agencies this month, Putin criticised the West’s delivery of long-range weapons to Ukraine.
“If someone thinks it is possible to supply such weapons to a war zone to attack our territory and create problems for us, why don’t we have the right to supply weapons of the same class to regions of the world where there will be strikes on sensitive facilities of those [Western] countries?” Putin said.
“That is, the response can be asymmetric. We will think about it,” he told reporters.
Peskov also referred back to comments by Putin that target data for Ukrainian strikes was being provided by Western countries.
Crimea was unilaterally annexed by Russia in 2014.
Andriy Yermak, the head of the Ukrainian president’s office, said on Monday: “Crimea is Ukraine”.
“Russia must leave the peninsula. Their army and military objects there must cease to exist,” he said on social media.
A senior aide to the Ukrainian president, Mykhailo Podolyak, also suggested that Crimea was a legitimate military target.
“Crimea is also a large military camp and warehouse, with hundreds of direct military targets, which the Russians are cynically trying to hide and cover up with their own civilians,” he said.