MOSCOW—Russia staged a dress rehearsal with jet fighters flying in “Z” formations above columns of tanks and infantry to mark the Soviet Union’s victory over Nazi Germany in World War II, as President Vladimir Putin sought to cement public support for his military offensive in Ukraine.

May 9 is one of the most important holidays in Russia, with the annual parade paying tribute to those who fought and died in what is called the Great Patriotic War here. And this year, the celebrations come at a delicate time for Mr. Putin. Western intelligence analysts say the Kremlin had anticipated a quick end to the war in Ukraine after Russia invaded the country in February, in what Western officials say was an attempt to topple the government in Kyiv.

But faced with stiff resistance from Ukrainian forces, Russia’s military has refocused its mission on the country’s east, stepping up attacks on railways, electrical-power facilities and points from which Western weapons and ammunition are flowing into the country. In turn, Russia has accused Ukraine of sporadic attacks and acts of sabotage on its territory in recent weeks.

Russian Foreign Minister Sergei Lavrov has said the U.S. and its allies in the European Union and North Atlantic Treaty Organization are fighting a proxy war against Moscow by backing Kyiv.

“There is generally a global, full war between the EU countries and the United States of America and our country,” said Pavel Danilin, director of the Center for Political Analysis, a pro-Kremlin think tank. “It is very sad that the West is trying to cancel Russia.”

As May 9 approaches, there has been speculation among some Western officials and analysts that Mr. Putin will declare triumph in the Kremlin’s offensive in Ukraine, or, more likely, some say, announce that his forces are digging in for what could become a protracted war.

Saturday’s rehearsal was staged with a likely goal of emphasizing Russia’s military strength. Heading the column of mechanized hardware were Russia’s legendary Soviet-era T-34 tanks, followed by a series of modern tanks, infantry-fighting vehicles, Iskander short-range ballistic-missile systems and—appearing for the first time at a Red Square parade, according to state media—Tornado-G multiple-launch rocket systems.

More than 10,000 service personnel, including officers, cadets and members of the All-Russian Cossack Army, marched in formation across the open plaza between the Kremlin and the GUM department store, which was draped in banners declaring “Happy Victory Day” and an iconic image of a Red Army soldier raising the Soviet flag over the Reichstag, the seat of the German parliament in World War II. Hundreds of spectators filled the stands.

Preparations were under way earlier this week for May 9 celebrations in Moscow.

Photo: yuri kochetkov/Shutterstock

When the parade takes place on Monday, one of its most carefully choreographed events will be the arrival of Defense Minister Sergei Shoigu in Red Square, in full dress uniform and chauffeured in an elegant black ZIL convertible, to review the troops. During Saturday’s rehearsal, a stand-in filled his role. Mr. Putin will also give an address.

The dummy-run featured almost 80 aircraft and helicopters, including the Mil Mi-26, billed as the world’s largest transport helicopter.

And in what state media said was another first, eight MiG-29 fighters took to the skies over Red Square and formed the letter “Z,” which has become a patriotic symbol to rally Russians around the Kremlin’s military action in Ukraine.

In past years, Moscow invited dozens of heads of state to the parade, including former President Barack Obama and European leaders, almost all of whom boycotted the parade in 2015, the year after Russia annexed the Crimean Peninsula in Ukraine’s south. The Kremlin said it didn’t invite any foreign leaders to this year’s event.

Victory is important for Mr. Putin, “but it doesn’t mean that he should achieve this by any means” by May 9, said Nikolai Petrov, a senior research fellow with the Russia and Eurasia Program at Chatham House in London. “We don’t see any probability of clear victory in this event prior to May 9.”

Mr. Putin has sought to portray the Ukraine campaign, which he calls a special military operation, as a continuation of Russia’s World War II fight against Nazis and fascism—loaded terms in Russia, which suffered tremendous losses. In all, some 27 million Soviet citizens died in the war.

An infantry-fighting vehicle headed to Red Square for a parade rehearsal earlier this week in Moscow.

Photo: Sergei Karpukhin/Zuma Press

“The results of the Second World War, as well as the sacrifices made by our people on the altar of victory over Nazism, are sacred,” Mr. Putin told Russians on Feb. 24, the day he sent troops into Ukraine.

Oleg Matveichev, a pro-Putin lawmaker in Russia’s State Duma, the lower house of parliament, said that “the relevance of antifascism has become much greater. This is not just a memory in honor of that victory [in World War II], but it is also an understanding that fascism has not gone anywhere…and that the fight in Ukraine is the same fight against fascism,” he said.

Moscow since the start of the war has pushed a false claim that the government in Kyiv is run by Nazis. Ukrainian President Volodymyr Zelensky,

who is Jewish and grew up speaking Russian, has argued that given the loss of more than eight million Ukrainians during World War II, his people could never support such an ideology.

But many Russians believe the Kremlin’s narrative and support Mr. Putin’s war against its former Soviet vassal, according to independent and state polls, particularly as the full effect of economic sanctions from the West have still to be felt by many ordinary people.

“I think this is the reason for Putin and for the Kremlin in general not to be in a hurry with any kind of demonstrated victory,” Mr. Petrov, the Chatham House research fellow, said. “They still have some time before the results of the economic sanctions will be felt by ordinary Russians. So, they do have some time to achieve victory or to prepare for announcing any symbolic victory.”

The extent of Russia’s military losses hasn’t fully filtered through to the wider population, either. The Russian Defense Ministry says 1,351 soldiers had been killed in the conflict as of March 25. U.K. officials estimated late last month that 15,000 Russian soldiers had died. Government officials and pro-Kremlin supporters say the casualty toll provided by Western officials is designed to promote the West’s propaganda effort.

The losses reported by Western officials and analyses from European military experts that say Russia is failing in military goals in Ukraine have caused some Western and Ukrainian defense and intelligence officials to surmise that Mr. Putin will use May 9 to declare a national mass mobilization of its army and citizens.

The Kremlin and pro-Putin analysts have dismissed these assertions as baseless rumors.

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Mr. Danilin, at the Center for Political Analysis, said the only mobilization planned would be “in terms of the unity of society, and of course there will be a call for this,” he said. “The holiday itself is the day of unity of our people, who were able to survive this most brutal war. But no military mobilization is expected. There is absolutely no need for this.”

Mr. Matveichev, who represents the ruling United Russia party in the State Duma, said that as far as he knows, there are 500,000 personnel involved in the operation in Ukraine’s eastern Donbas region, and that “we have an army of more than a million people.” He added, “The active army is enough for this.”

Some analysts say this year’s celebrations are likely to be more muted because of the military operations under way. But presidential spokesman Dmitry Peskov dismissed such suggestions, telling reporters on Friday that little could eclipse such an important touchstone for Russians.

This “is a sacred day, this is a key holiday, which is really full of symbolism, and a sense of pain for the sacrifices that we have suffered, and a sense of pride in our country and for our victory,” he said. “Therefore, nothing will overshadow it and from the point of view of national pride, the significance of this holiday is…impossible to overestimate,” he said.

Mr. Petrov at Chatham House predicts the symbolism of the parade will be used to draw a direct historical link between the victory in World War II and the offensive in Ukraine.

“They will use certain analogies,” he said, but the parade “will play a different role because it will not commemorate the past victory, but will demonstrate the strength of the Russian army now.”

Write to Ann M. Simmons at ann.simmons@wsj.com