Video broadcast by Ukrainian media showed about 20 young men with a banner saying "Fireworks today, Grad (multiple rocket launchers) tomorrow."
Tomorrow, Russian citizens in Kiev will be able to cast parliamentary ballots at the embassy and other diplomatic premises in Ukraine.
Yesterday, the Kremlin said it was Kiev's responsibility to ensure the security of the election process.
"They (Ukraine) are obliged to do so in compliance with the Vienna Convention", President Vladimir Putin's spokesman Dmitry Peskov said.
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Speaking at the annual Yalta European Strategy ("YES") conference in Kiev, he described the protest as "hooliganism" and "a small incident that does not require any comment."
Ukraine has repeatedly stated that it would not recognize the Russian elections in the Crimean peninsula, which Russia annexed in March 2014.
Yesterday, the US also said did not acknowledge the polls' legitimacy and reiterated its position that the peninsula "remains an integral part of Ukraine.