We have obtained high resolution (R=10000) K-band spectra of candidate young massive stars deeply embedded in (ultra-) compact HII regions (UCHIIs). These objects were selected from a near-infrared survey of 44 fields centered on IRAS sources with UCHII colours. Often, the near-infrared counterpart of the IRAS source is a young embedded cluster hosting massive stars. In these clusters, three types of objects are identified. The first type (38 objects) consists of "naked" OB stars whose K-band spectra are dominated by photospheric emission. We classify the K-band spectra of the OB-type cluster members using near-infrared classification criteria. A few of them have a very early (O3-O4 V) spectral type, consistent with a young age of the embedded clusters. The spectral classification provides an important constraint on the distance to the embedded cluster.