The incident took place around midday as the leader of the United Civil Front was leaving an independent press center in the city center.
"Two young people threw a smoke flare under his feet and escaped," the police representative said.
The spokesperson said the suspects, who were later arrested, turned out to be students from the provinces. No information has been released on whether they belong to political youth movements.
Kasparov is an outspoken critic of President Vladimir Putin, who he accuses of turning Russia into a "police state."
He was arrested in central Moscow in late November while leading a pre-election coalition rally for opposition coalition The Other Russia. Kasparov was held in custody for five days, on charges of violating laws on public meetings.