"I can't exclude that this is a deliberate provocation instigated by the Russian side," he said during a joint news conference with his Lithuanian counterpart, Linas Linkevičius.
"We won't spare any kind of effort (…) in the sense of finding out who was behind that to bring any perpetrator to justice and to prevent any kind of possible provocations there," he added.
According to Kiev police, the building of the diplomatic mission was not damaged during the incident, which occurred shortly after midnight.
Parts of the used smoke grenade were found near the embassy's fence.
Linkevičius also called the incident "a provocation", but he did not mention Russia.
"An investigation is underway now and we have confidence in the Ukrainian authorities and we hope that they will adequately ensure the security of both the embassy and its staff," the Lithuanian minister said.
Kiev police was notified at 00:45 a.m. that unknown persons had thrown a smoke-generating cartridge at the Lithuanian embassy in Buslovskaya Street. A team of explosives experts and investigators were sent to the scene immediately and found remnants of a RGD-2 smoke grenade near the fence, 20 meters from the entrance to the building, the news agency Interfax reported, citing s statement from the Ukrainian capital's police.
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