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The crowd of more than 100 mostly young people, many of them with their faces covered, held up banners with slogans such as "Russia go home". The demonstrators then overturned several cars, including some which appeared to belong to the embassy, and damaged the metal gate but police did not intervene.
Ukraine accuses Russia, which annexed the Crimea region from Ukraine in March, of supporting the uprising in Russian-speaking regions in the east and the United States has accused Moscow of providing the rebels with tanks. Russia denies the accusations.
The protest followed the deaths of 49 Ukrainian servicemen on board a military transport plane that was shot down by the separatists early on Saturday (local time).