The interior minister said police arrested about 30 people involved on both sides of the clash after two men, aged 20 and 31, were killed late on Friday when pro-Russian demonstrators fought rivals near an office of a Ukrainian nationalist group.
Both groups used firearms, Arsen Avakov said.
Moscow, whose troops last week seized Ukraine's Crimea peninsula on the grounds that its ethnic Russian majority feared the new authorities in Kiev, has said it is prepared to step in to protect its compatriots elsewhere in Ukraine.
A day after a fatal clash between rival demonstrators in Donetsk, another mainly Russian-speaking eastern city, Avakov and Kharkiv's governor accused Russian activists of fomenting violence and urged people not to be goaded into fighting back.
"Tonight's incident was a well-planned provocation by pro-Russian activists," said governor Ihor Baluta.
He said people on a minibus had deliberately provoked a dispute with a group holding a pro-Russia demonstration before driving off again. Pro-Russian activists came in pursuit and found the van parked by a building containing offices of Ukrainian nationalist groups, and fighting began.
"Hired provocateurs from a neighboring country are staging professional provocations," Avakov said. He accused allies of ousted, Moscow-backed president Viktor Yanukovich of financing unrest in eastern Ukraine, aided by "extremist Russian forces".
He issued an appeal on Facebook to Ukrainians: "Don't let them manipulate you! Stop this hysteria ... This isn't a game of toy soldiers - this is a real conflict and people's real lives."
In Moscow, a senior foreign ministry official with responsibility for human rights issues, Konstantin Dolgov, said on Twitter that the arrest in Kharkiv of people he described as "neo-fascist militants" must be followed by wider action to "neutralize and punish rampant extremists".
Western powers, preparing economic sanctions against Russia over a referendum in Crimea on Sunday to pave the way for annexation by Moscow, largely dismiss Russia's characterization of the new authorities in Kiev as strongly influenced by the far-right, Ukrainian-speaking nationalists who hold some posts.
The Russian foreign ministry responded to the death of a demonstrator in Donetsk on Thursday evening by warning that Moscow had a right to protect its compatriots in Ukraine - though the dead man in that city was identified by officials as an activist of a right-wing Ukrainian nationalist party.
Authorities in Kharkiv banned political gatherings that were planned in the city over the weekend. A court in Donetsk, however, rejected a similar ban requested by officials there.
Ukraine's acting president has said Russian troops are massed on the eastern border "ready to invade at any time". The Russian foreign minister denied any invasion plan on Friday.