Police said the gang fired shots and used stun grenades to seize the offices in Sloviansk.
Ukraine’s Interior Minister Arsen Avakov called the gunmen “terrorists” and said special forces would repel the attack.
Pro-Russian protesters have taken over government buildings throughout eastern Ukraine. Kiev says the unrest is being orchestrated from Moscow.
Protesters in the eastern city of Donetsk, 80 miles from Sloviansk, have been occupying government buildings for days and demanding a referendum on becoming part of Russia.
A similar move prompted a Russian takeover of Ukraine’s Crimea region earlier this year.
The US and EU have put sanctions on Russian and Crimean people they say were connected with the takeover.
Russia has denied responsibility for the protests in eastern Ukraine, but Western nations have expressed concern over a build-up of Russian troops along the border.
Ukraine’s interim PM Arseniy Yatsenyuk visited Donetsk on Friday and attempted to placate anti-government groups by guaranteeing that no restrictions would be put on the use of the Russian language.
The Kiev government had set a deadline of Friday for all occupations to end, but trouble continued in several cities in the east.
Regional police spokesman Ihor Dyomin described how armed men were bused to the police station in Sloviansk.
“Six or seven unknown persons got out. They fired several shots in the air and attempted to storm the police department,” he said.
He added that “people in camouflage uniform” and with weapons” were inside the building.
Interior Minister Arsen Avakov promised to deal with the attackers.
“The response will be very tough because there is a difference between protesters and terrorists,” he said in Ukrainian on his Facebook page.
In Donetsk, pro-Russian groups continued to occupy the local government building.
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