Kiev and Moscow have been embroiled in a bitter dispute over debt and gas prices for Ukraine in 2009, which resulted in the suspension of deliveries to Ukraine on January 1. A week later, Gazprom cut off supplies to Europe via Ukraine, accusing Kiev of stealing gas intended for EU consumers. Ukraine has denied the accusation.
The group said they intended to show Yushchenko that he should "stop using fuel received by illegal means to the detriment of hundreds of thousands of Russian and European people, and begin heating his home and presidential administration building with firewood."
"Yushchenko has brought Ukrainians to a situation when they prepare to heat their houses with firewood," a group leader, Maria Drokova, said in a speech outside the embassy.
Members of Russia's ultranationalist LDPR party, led by the outspoken deputy speaker of parliament's lower house, Vladimir Zhirinovsky, also held a rally in front of the Ukrainian Embassy on Friday.
The party's slogans included "Stealing is a sin, Gazprom will punish you," "Yushchenko has frozen relations, don't freeze Europe!" and "Gas stealing earns a real beating!"
On Wednesday, the youth movement "Mestnye" (Locals) also held a protest rally outside the embassy, declaring "[Naftogaz of Ukraine head Oleh] Dubyna, enough stealing, here's some firewood!"