More than 40 people were briefly detained on Arbat in central Moscow during what police described as an unauthorized public event.
A police spokesman said all detainees were released by Thursday morning.
"On Wednesday, near a monument to Bulat Okudzhava on Arbat, a group of citizens held unsanctioned [public] events, during which police warned them of violating the law on public gatherings," a spokesman for the Moscow police department said.
He said that as the protestors did not react to the warnings, "it was decided to detain and take them to local police stations to establish whether they should face administrative sanctions in accordance with the current legislation."
"In total, more than 40 people were detained in the area," the spokesman said.
The opposition-leaning Novaya Gazeta daily said the detainees were returning from an authorized rally in support for jailed Yukos founder Mikhail Khodorkovsky. According to the paper, about 200 people "marched without chanting slogans and kept their banners folded."
Several small protests were held across Russia in a show of support for Khodorkovsky, who turned 50 on Wednesday. A few hundred people attended an evening rally in central Moscow, the BBC Russian Service reported, and seven people were detained by police. About 40 people turned up earlier in the day to a similar rally in the Siberian city of Tomsk.