Nato has warned Russia that further intervention in Ukraine would be a "historic mistake" with grave consequences.
Secretary-General Anders Fogh Rasmussen said Moscow must pull back troops it has massed on the Ukrainian border.
Ukraine has regained control of one of the government buildings occupied by pro-Russian activists in the east of the country, in the city of Kharkiv.
However, armed militants are refusing to withdraw in another city, Luhansk.
Moscow has said that using force to end the protests could lead to civil war.
Kiev says the unrest in the east is being fomented by Russia following its annexation of the Crimean peninsula.
Russia took control in Crimea - where Russian-speakers are in a majority - after a disputed referendum, which sparked Western sanctions.
In other developments
- The Kremlin said Russian President Vladimir Putin would meet senior officials on Wednesday to discuss economic ties with Ukraine - including energy supplies
- The International Monetary Fund said Russian growth this year was likely to be "subdued" partly because of tensions with Ukraine and warned of further damage if sanctions were intensified
"I urge Russia to step back and not escalate the situation in east Ukraine," Mr Rasmussen said in Paris where he was attending a seminar on Nato reforms.
He called on Russia to "pull back the tens of thousands of troops" it had massed on Ukraine's borders and "engage in a genuine dialogue with the Ukrainian authorities".
Meanwhile, the European Commission is setting up a special "Support Group for Ukraine" to co-ordinate assistance, an EU diplomatic source told BBC News.
The group will consist of several dozen people and its work could be extended to cover fellow ex-Soviet states Georgia and Moldova, the source added.
US Secretary of State John Kerry, addressing a US Senate panel, said Russian special forces and agents had been "the catalyst behind the chaos of the last 24 hours".
Recent events, he said, "could potentially be a contrived pretext for military intervention just as we saw in Crimea".
A senior Russian parliamentarian, Senator Viktor Ozerov, stressed that President Putin could theoretically send troops anywhere in Ukraine under the powers given to him by parliament that allowed him to move forces into Crimea.
Hundreds of pro-Russia demonstrators seized government buildings in Kharkiv, Donetsk and Luhansk on Sunday night, barricading themselves inside and raising Russian flags, with calls for Moscow to send in "peacekeepers".
On Tuesday, the Ukrainian authorities said they had retaken control of the building in Kharkiv, detaining some 70 people in a bloodless operation.
But in Luhansk, officials accused "radicals" occupying the state security building of placing explosives and holding about 60 people against their will.
Activists in the building denied having explosives or hostages but said they had seized an armoury full of automatic rifles.
A video was released purporting to carry a statement by the gunmen, delivered by a masked man surrounded by three other masked men armed with Kalashnikovs.
He insisted they were all Ukrainian citizens, from Luhansk or the surrounding region, including veterans of the Soviet war in Afghanistan.
Their sole demand, he said, was to carry out a referendum on the region's status within Ukraine. In the event of the building being stormed, he said: "Welcome to Hell."
In the city of Donetsk, protesters remained inside the regional authority building, calling for a referendum on secession from Ukraine.
Russia is refusing to recognise the new authorities in Kiev who took power after pro-Moscow President Viktor Yanukovych was ousted in February.
Mr Yanukovych fled Kiev for Russia after months of street protests triggered by his refusal to sign an association agreement with the EU in favour of closer ties with Russia.
More than 100 people died in the ensuing unrest.
On Tuesday, a brawl erupted inside the Ukrainian parliament in Kiev after a Communist leader accused nationalists of playing into the hands of Russia by adopting extreme tactics early in the crisis.