"We have already commented on this absurd decision, but, unfortunately, we were not heard," the Russian embassy in Vilnius said in a comment on its website on Monday.
"We would not be surprised if the initiators of the latest ban will remember Leps again and, we think, they will do so on more than one occasion," it added.
Lithuania says it blacklisted Leps lover his alleged ties with the criminal world following consultations with its allies.
The US imposed sanctions on Leps in 2013. According to the US Treasury, the singer couriered money on behalf of Vladislav Leontyev, a key member of the Brothers' Circle, a Eurasian crime syndicate.
Leps was added to Lithuania's blacklist under the so-called Magnitsky Act that allows barring entry to people linked to serious corruption, money laundering or human rights violations.
The singer performed in Lithuania in March.