Negotiations broke up after more than five hours on Wednesday with the pro-Russian rebels reporting little to no progress.
Ukraine's president has announced a ceasefire agreement with Russia, shortly before Nato's deadline for a decision on involvement in the region.
Europe could face gas supply disruptions after Ukraine failed to broker an 11th-hour deal with Russia.
Ukraine is mourning 49 people killed when pro-Kremlin rebels downed a military plane as Kiev prepares to host talks with Moscow to avert a gas cut.
Activists came out with a united call for Russia's release of 30 Greenpeace activists after being jailed for protests against Arctic oil drilling.
Russia has previously placed trade restrictions on former Soviet Union nations to discourage them from building close relations with the EU.
The EU and Russia have begun talks dominated by the Syria crisis and Brussels's decision to lift its arms embargo on Bashar al-Assad's foes.
Cyprus's Finance Minister Michalis Sarris has left Moscow empty-handed after a two-day push to secure the island a financial lifeline failed.
Russia has warned that Syria president Bashar al-Assad would not be persuaded to leave, but insists a political solution to the conflict is possible.
Vladimir Putin has insisted he favoured dialogue with Russia's protest movement but said this was impossible as they had no leader nor programme.