"The Ministry of Foreign Affairs condemns the assault on May 29 in Kiev, Ukraine when Russian opposition journalist Arkady Babchenko was shot dead," the ministry said in a statement.
Ukrainian police say the 41 year-old journalist's professional activity is considered the murder's key motive.
Babchenko was murdered outside his flat, with two shots fired at him. He later died in an ambulance.
Lithuanian Foreign Minister Linas Linkevičius tweeted about his shock over Babchenko's murder. "Those responsible for this brutal crime must be brought to justice," he wrote.
The journalist visited Vilnius recently and attended a forum of Russian opposition forces.