The journalist was planning to work on a story about Lithuanian citizens persecuted for alleged sympathies toward Russia.
Later in the day, the TV channel said that Shatilova tried to enter Lithuania on a Schengen visa that turned out to have been cancelled by Latvia.
Shatilova currently remains at the airport where the inquiry into the matter is being conducted.
This is not the first time the authorities of a Baltic country have interfered with the work of Russian journalists. The most egregious case occurred in Estonia, where the government has since October been threatening the journalists working for Sputnik Estonia into ending their employment with the news agency.