None of the four activists were arrested.
"Three young men and one woman, all between the ages of 18 and 20, entered the reception office... and closed the door behind them. They then threw leaflets around the building saying 'Russia without prisons!'. When told by security guards to leave, they refused," a spokesman said.
After guards threw them out of the building, the activists fled. Another group of young people filmed the proceedings on a video camera from the street.
The party led by radical writer Eduard Limonov has been banned in Russia and branded an extremist organization by the authorities.
Group members are known to have thrown mayonnaise and tomatoes at prominent public figures, including ex-Prime Minister Mikhail Kasyanov, former NATO Secretary Lord George Robertson, Russian film director Nikita Mikhalkov. Activists have also staged protests by breaking into government offices in Moscow.
For such actions, which the radical group dubs "velvet terror," many of its activists have been arrested and sentenced to prison terms.
Since founding the group in 1994, Limonov, 65, has dropped his anti-capitalism rhetoric while preserving his nationalist message. In recent years, he has sided with the liberal opposition in Russia, which has been desperate to strengthen its ranks.