Ukrainian authorities accused Russia of provoking a fatal gunfight in the eastern city of Kharkiv overnight.
Russian President Vladimir Putin has cited a threat to Russian citizens and servicemen at its Black Sea fleet as a need to send in armed forces.
Protesters have been holding the offices of President Viktor Yanukovich, whose exact whereabouts are unknown, for the next president.
Armed men burst into the headquarters of Ukraine’s energy firm Naftogaz on Wednesday in what the security service said was part of a criminal inquiry.
Russian gas supplies to Europe through Ukraine shut down on Wednesday, leaving growing numbers of EU members without fuel in freezing temperatures.
Russia cut off the gas to its neighbour Ukraine on Thursday after a contract dispute but increased supplies to other European states.