MAKHACHKALA, Russia - Two suicide bombers killed 12 people, including nine police officers in southern Russia on Wednesday, the same day a Chechen militant leader claimed responsibility for deadly subway bombings in Moscow that shocked the nation two days before. Doku Umarov, who leads Islamic militants in Chechnya and other regions in Russia's North Caucasus, said in a video posted Wednesday on a pro-rebel Web site that Monday's twin suicide attacks were an act of revenge for the killing of civilians by Russian security forces. He warned that attacks on the Russian cities will continue. Umarov's statement was posted after Prime Minister Vladimir Putin vowed to "drag out of the sewer" the terrorists who plotted the subway bombings, which killed 39 people and injured scores of commuters during rush hour. Wednesday's suicide bombings in Dagestan, a volatile southern province east of Chechnya, could have been planned by the same group behind Moscow's bombings, Putin said. "I don't rule out that this is one and the same gang," Putin said at a televised Cabinet meeting. President Dmitry Medvedev later called the attacks "links of the same chain." The subway bombings in Moscow were the first suicide attacks in the Russian capital in six years and shocked a country that had grown accustomed to having such violence confined to its restive southern corner. Umarov blamed ordinary Russians for turning a blind eye to the killing of civilians in the Caucasus by security forces and warned that more attacks on Russian cities are coming. "I promise you that the war will come to your streets and you will feel it in your lives, feel it on your own skin," Umarov said in a video posted on kavkazcenter.com, a Web site affiliated with the rebels. Officials at Russian law enforcement agencies refused to comment on Umarov's claim, but the Russian security chief has previously said that the subway bombings were carried out by militants from the Caucasus. Moscow police have been on high alert since the subway attacks, beefing up roadblocks on highways leading into the city. The agency's chief said Wednesday that thousands of officers have been sent to patrol the subway, check on migrants from southern provinces and inspect warehouses that could hold arms caches. In Wednesday's attack, a suicide bomber in a car detonated explosives when police tried to stop the car in the town of Kizlyar near Dagestan's border with Chechnya, Interior Minister Rashid Nurgaliyev said. "Traffic police followed the car and almost caught up ��" at that time the blast hit," Nurgaliyev said.