Peskov, per CNN, said that "so far Russian Federation is not featured in any way in these indictments - other countries and other people are mentioned there".
"From the outset we have been completely baffled over these baseless, unproven accusations against our country, about alleged attempts to interfere with U.S. elections", Mr Peskov told reporters on a conference call.
The Kremlin reaction comes as a Washington investigation into alleged Russian collusion with US President Donald Trump's election campaign intensified Monday, first with the indictment of former Trump campaign chairman Paul Manafort and former campaign official Rick Gates and then with the revelation that former campaign foreign-policy adviser, George Papadopoulos, pleaded guilty to making false statements to the FBI.
Lavrov also said that the sometimes unpredictable actions of the current United States administration had caused serious fears.
Peskov's statement comes less than a day after two former members of the Trump presidential campaign were indicted by the Federal Bureau of Investigation.
Answering questions from CNN on a conference call, Peskov said, "So far Russian Federation is not featured in any way in these indictments - other countries and other people are mentioned there".
Instead, their efforts "resulted" in the indictment of two former Trump campaign members in connection with their alleged dealings with a former president of Ukraine, Russia's foreign minister pointed out.
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"Without a single piece of proof, we are as you know being accused of meddling not only in the USA election, but also in those in European states", the agency quoted Lavrov as telling a briefing at the Association of European Businesses in Russian Federation.
The White House and Trump have already commented on the issue, with the USA president saying that Manafort was accused with regard to dealings he had made "years ago", prior to becoming part of his election team.
Peskov laughed off the purported role of Papadopoulos, who told investigators he had tried to set up a meeting between the Trump campaign and the Russian leadership.
It is the clearest evidence so far of a Trump campaign official's attempts to work with the Kremlin emerged in an indictment brought by Robert Mueller, the special counsel.
Peskov said that Moscow has consistently denied any involvement in attempts to interfere in the USA elections since allegations were first brought to the attention of Russian officials.
Russian Federation has repeatedly denied any attempt to influence the 2016 presidential election that brought Trump to power.