NATO member Romania said it had found fragments of what appeared to be a drone on a farm near the river Danube and the border with Ukraine late on Thursday.
Russia has been striking targets in western and central Ukraine with missile and drone attacks conducted at night.
"In the evening of March 28, 2024, fragments that seem to come from an aerial device (drone) were identified on an agricultural land in Insula Mare a Brailei," Romania's defence ministry said in a statement.
"The Ministry of National Defence, together with specialized structures within the National Defence System, public order and national security, is conducting an investigation of the incident."
NATO has a mutual defence commitment if one of its members comes under attack, but the Atlantic alliance and Romanian officials have said following similar such incidents in the past that they have found no evidence of any deliberate attack targeting Romania.
On Sunday a Russian missile entered the airspace of Poland, also a member of the NATO alliance.
Warsaw said early on Friday that it had scrambled jets due to Russian missile strikes on Ukraine.
(Reporting by Luiza Ilie, writing by Alan CharlishEditing by Gareth Jones)