@glushenya, how are you sending your e-mail? The default way, through WordPress? Or have you installed an SMTP plugin?
RFC 2183 (Content-Disposition), states in section 2.3 (The Filename Parameter) that the file name can only use US-ASCII characters. Your file should still attach to the email, but you may have to accept that the filename will be corrupted. [screenshot]
Here is an example of Apple mail setting the character set (UTF-8) in the filename, so that the filename is not corrupted, but if this is an accepted standard for the industry in general, or just an Apple-specific extension, I can’t say:
--Apple-Mail=_B06FB6AC-C487-41A1-B8DF-76233ACB997A
Content-Disposition: attachment;
filename*=utf-8''%D1%80%D0%B5%D0%B7%D1%8E%D0%BC%D0%B5.doc
Content-Type: application/applefile;
name="=?utf-8?Q?=D1=80=D0=B5=D0=B7=D1=8E=D0=BC=D0=B5=2Edoc?="
Content-Transfer-Encoding: base64
AAUWAAACAAAAAAAAAAAAAAAAAAAAAAAAAAIAAAAJAAAAMgAAAAoAAAADAAAAPAAAABYAAAAAAAAA
AAAA//5ABDUENwROBDwENQQuAGQAbwBjAA==
--Apple-Mail=_B06FB6AC-C487-41A1-B8DF-76233ACB997A--