At least 20 armed militants wearing mismatched camouflage outfits took over police and security services headquarters in the eastern Slaviansk, about 150 km from the border with Russia, seizing hundreds of handguns.
Police said gunmen later took over the local headquarters of Ukraines SBU security service.
Ukraines acting foreign minister, Andriy Deshchytsia, urged Russia to end what he called provocative actions by its agents in a phone call with Russian Foreign Minister Sergei Lavrov.
Government buildings in two other Russian-speaking cities, Donetsk and Luhansk, have been occupied by separatists since last weekend, in what the pro-Europe leadership in Kiev says is part of a plan drawn up by the Kremlin to dismember Ukraine.
Russia and Ukraine have been locked in confrontation since protests in Kiev forced the Moscow-backed president from office, and the Kremlin seized and then annexed Ukraines Crimean peninsula.
Moscow denies having any designs on other regions of Ukraine and says it has not provided support to militants.
However, Russian President Vladimir Putin has said Russian speakers in eastern Ukraine must be protected from possible persecution by the interim authorities in Kiev.
Ukrainian Interior Minister Arsen Avakov promised a very tough reply to the seizure in Slaviansk by what he described as terrorists.
There was no sign of Ukrainian police or military around the building, which was guarded by masked men armed with pistols and rifles.
The gunmen were wearing orange and black ribbons, a symbol of the Soviet victory in World War II that has been adopted by pro-Russian separatists in Ukraine, and replaced the Ukrainian flag on the building with a Russian tricolour.
The citys mayor was shown on television saying she supported the takeover and the gunmen were members of a local militia demanding more autonomy from Kiev.
One of the masked gunmen said they wanted to live comfortably, peacefully free from the junta in Kiev who have seized the country.
A few hundred people gathered outside the three-storey building in a residential district near the centre of the city of over 100,000 and helped to build barricades from tyres.
Police said the militants were handing out some of the 400 handguns and 20 automatic rifles they seized from the building to the crowd, but a Reuters photographer at the scene said he had not seen this happen.
Acting President Oleksander Turchinov said in a statement he had signed a decree to fire the head of the SBU in the Donetsk region.