"Given that Kaspersky Lab does not have inappropriate ties with any government, it is disappointing that this decision by the Lithuanian Government has been made," the news agency quoted Kaspersky Lab as saying.
"Unfortunately, the company appears to be caught up in a geopolitical fight and this has resulted in allegations for which no credible evidence has been publicly presented," the company said in a statement.
The Lithuanian Defence Ministry said in a press release on Thursday that the government "recognized that Kaspersky Lab software is a potential national security threat", adding that "managers of critical information infrastructure and state information resources have to replace it with safe equivalents in a short while".
Deputy Defence Minister Edvinas Kerza said that privately-owned businesses were also advised "to assess individually the risks their antivirus software poses".
The US government suspects that Kaspersky Lab, a leading global cyber-security and anti-virus software product supplier, cooperates with Russian intelligence services. US officials in September instructed US agencies to stop using the company's software products. The company has appealed against the decision.