"Such decisions... Will be followed by an appropriate response," the foreign ministry said in a statement.
"We note how inconsistent and illogical it is that every time that a hope appears of a solution to the crisis inside Ukraine, the European Union rushes to bring in new anti-Russian restrictions."
The latest EU measures target five Russians including deputy defence ministers Anatoly Antonov and Arkady Bakhin, as well as Iosif Kobzon, an MP who is also a popular crooner often compared to Frank Sinatra.
It said the decision to impose the travel bans and asset freezes, which were agreed last month after deadly attacks by rebels on the port city of Mariupol, was "not beneficial" to efforts to resolve the conflict.
Moscow accused Brussels of not bothering to understand the situation in east Ukraine and "doing the bidding of the party of war in Kiev.