A man stripped down to skimpy underwear and took a stroll through Moscow's State Tretyakov Gallery on Wednesday evening in what it called an "unsanctioned performance," the state-run RIA Novosti news agency reported.
This was the third incident involving a visitor to one of Russia's leading art galleries in under a year.
Video footage circulating on Russian social media showed a relatively young man with a shaven head and wearing a red G-string walking casually through the museum and stopping in front of a large painting.
The gallery said the performance was staged by modern artists who had left behind small artworks in its halls, RIA reported.
No artworks or visitors had been threatened by the performance, the gallery added.
The police were now searching for the unclothed performer, a source told the state-run TASS news agency.
This is the second incident in as many months involving visitors at the gallery and the third since May 2018.
Police in January arrested a man caught on camera taking "Ai Petri, Crimea", a mountain scene painted by Russian landscape artist Arkhip Kuindzhi in 1908, and leaving with it under his arm.
The painting was recovered undamaged, but the incident prompted the Ministry of Culture to order security checks at all of Russia's top museums.
In May last year, a man damaged one of Russia's most famous paintings depicting Tsar Ivan the Terrible cradling his dying son, by attacking it with a metal pole after drinking vodka.