Police were called to the embassy this morning to remove the activists, who are now suspected of trespassing. They were released after confessing to trespassing.
The two women, linked to the Ukrainian feminist group Femen, waved a rainbow flag at the embassy's grounds and carried a sign saying "homosexual propaganda on Russian ground."
They were supported by two other activists outside the embassy, who shouted "Gay Rights are Human Rights."
One of the activists, Jenny Wenhammar, said the group was protesting against a recently enacted Russian law which imposes hefty fines for holding gay pride rallies or providing information about the gay community to minors.