"Delusional people came to the exhibition who broke several works belonging to the Manege collection, by Vadim Sidur," said a spokeswoman for the Manege exhibition centre next to the Kremlin walls, Yelena Karneyeva.
She told AFP that there were "several" attackers, and that "several sculptures are completely smashed." The works were made of plaster and linoleum.
She said that police had come and led away the activists.
Orthodox activist Dmitry Tsorionov, known by the nickname Dmitry Enteo, told AFP he was at the Manege exhibition centre. He said he was with police and that they were going to close down the exhibition.
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He had earlier written a Tweet saying "Right in the centre of Moscow there is terrible blasphemy, we are running to liquidate it!" The message gave no more details.
Enteo, who heads the nationalist God's Will group, is one of the most prominent conservative activists. He cites Orthodox values while picketing and heckling at arts events and protests, sometimes with a television camera crew in tow. This year he attempted to stop a gay pride rally in Moscow.
Police closed the exhibition to investigate and began questioning witnesses and activists, Interfax news agency reported.
The exhibition, which opened to the public today, included some works with religious themes.