The action further raises tensions in the east, where insurgents have seized control of police stations and other government buildings in at least 10 cities and towns.
The demonstrators who seized the building are seeking at the very least a referendum on granting greater authority to Ukraine's regions.
Eastern Ukraine, which has a large Russian-speaking population, was the heartland of support for Viktor Yanukovych, the president who fled to Russia in February.
The storming came as 1,000 demonstrators gathered in front of the building. About 150 people, some masked and wielding baseball bats, broke out of the crowd and charged into the building without resistance. Later protesters formed a corridor for police who had been inside the building to leave.
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Luhansk, a city of about 450,000, is just 25 kilometers west of the border with Russia.
Regional autonomy is a core issue in the unrest in eastern Ukraine's, where insurgents fear the government that took power after Yanukovych will suppress the region's Russian-speakers.
However, no consensus was reached on how a referendum would be phrased or when it could be held.
Russia has massed tens of thousands of troops in areas near the Ukrainian border, feeding concerns that Moscow aims to use unrest in the east as a pretext for invasion.