Wikipedia has claimed NATO funding for this fence for some years, e.g. today it says:
In early 2017, with increasing military activity and political tensions in the region, the Lithuanian government announced plans to reinforce the Kaliningrad/Ramoniškiai area border crossing with a fence 2 m (6 ft 7 in) in height, funded by NATO.
that's almost the same claim that has been up since 2017:
In early 2017, with increasing military activity and political tensions in the area, the government announced plans to reinforce the Kaliningrad/Ramoniškiai area border crossing with a six-foot-high fence, funded by NATO, characterized by some officials as a token effort and waste of money.
But even a Sputnik news article (i.e. a Russian state-owned press/agency) says
The money to build the on-land fence will come from state coffers.
Which seems to suggest a more local source than "NATO". (One could go to semantics word games here that Lithuania is in NATO, but that's not the usual meaning when someone says an international organization funds something, i.e. a member country doing it alone.)
For whatever that's worth, there's an Euractiv article from the same period that claimed
Lithuania to build Kaliningrad border fence with EU money
I'm not going to ask separate question for that... as it's more or less the same claim, albeit with another international org substituted.
N.B. Perusing the latter article, I may have gotten the "spin direction" wrong as Lithuanian politicians seemingly made these claims the fence was going to be built with international money/support. Usually Russia is complaining that NATO is surrounding them with bases etc. But it seems in this case, Russian media went for something like "Lithuania stands alone on this". Nonetheless, these are contradictory statements regarding the funding sources of the fence...
So, to what extent did NATO or the EU fund this Lithuanian fence?