The activists had received permission to hold a small rally across the street from the embassy but stood next to it instead, Lenta.ru reported. They held signs that read, "McFaul, save us," referring to new U.S. Ambassador to Russia Michael McFaul.
Police arrested the activists almost immediately after they appeared and took them into the security room of the embassy.
Pro-Kremlin activists have taken to calling supporters of lawyer and anti-corruption blogger Alexei Navalny hamsters after he called himself a "network hamster."
One of the participants in Friday's rally, leader of the movement Rossiya Molodaya Anton Demidov, said the hamster costumes were meant to represent the protesters that attended opposition rallies at Bolotnaya Ploshchad and Prospekt Sakharova.
"Hamsters are irresponsible animals, and it's bad, but look how much attention they get," the pro-Kremlin activist said, Lenta.ru reported. He also said that each costume was purchased with his own money for 3000 rubles ($100) each.
Demidov's hamster costumes first appeared Feb. 4 during an opposition rally at Bolotnaya Ploshchad. During the event activists dressed in the costumes took photographs with Navalny that were later posted to blogging site LiveJournal.