Russia's Foreign Ministry Ministry spokeswoman Maria Zakharova confirmed the attack, saying on Ekho Moskvy radio that according to preliminary information no one among the embassy personnel was wounded.
The attackers were apparently reacting to the killing of a Libyan air force pilot Tuesday. Libyan authorities arrested a Russian woman and accused her of killing him writing offensive graffiti in his blood. The woman also is accused of stabbing and wounding the pilot's mother.
Authorities said they did not know what the woman's motives might be, but noted that in the graffiti on the walls, she expressed sentiments against the Libyan uprising that drove longtime leader Moammar Gadhafi from power after an eight-month civil war in 2011.
Libya has been hit by a months-long wave of targeted killings against activists, judges and security agents.
On Wednesday, gunmen in Benghazi shot dead a naval officer and his 7-year-old son before fleeing the scene. Most killings are presumed to be the work of armed factions, often acting out of revenge.