Four police cars also monitored the protest held several hundred meters from the embassy.
Liberal Movement MEP Antanas Guoga said Russia moved one step closer to a war after it announced countermeasures directed against the agricultural produce and food product sectors.
He believes Europe will take action to stop Russia's aggression but it might be "too late".
On Wednesday, Russian President Vladimir Putin signed a decree on restricting imports of agricultural produce and food from countries that had imposed sanctions against Russia. The ban applies to all meat products, fruit, vegetables, fish, dairy and other products from EU countries and the US.
The Lithuanian central government's tax revenue fell around 15 percent short of the target in March,...