The convoy returned from the eastern city of Luhansk, which is held by pro-Russian separatists. Kiev and Western officials fear the trucks may have had military equipment to help the rebels.
Russia said they had delivered generators, food and drink.
Meanwhile, Ukraine is to receive a 500 million-euro loan from Germany after Chancellor Angela Merkel arrived in Kiev.
The money will be used to help rebuild Ukraine’s damaged infrastructure, Angela Merkel said in a joint press conference with President Petro Poroschenko in the Ukrainian capital on August 23.
A further 25 million euros will go toward helping refugees, the German chancellor said.
Four months of fighting in eastern Ukraine have left more than 2,000 people dead. More than 330,000 people have fled their homes.
The violence erupted when pro-Russian separatists in the Donetsk and Luhansk regions declared independence from Kiev, after Russia annexed the Crimean peninsula from Ukraine in March.
Ukraine accuses Russia of arming the rebels and sending Russian soldiers into eastern Ukraine – a claim denied by the Kremlin.
Prior to her arrival in Kiev, Angela Merkel described the Russian convoy’s movement into Ukrainian territory as a “dangerous escalation”.
Observers from the Organization for Security and Co-operation in Europe (OSCE) said there was no information about what most of the convoy – of more than 200 vehicles – was carrying.
The head of the OSCE mission, Paul Picard, said that only the first 37 trucks had been inspected by the Red Cross before they set off into Russia.
The trucks had already been waiting at the border for a week, while Russia, the Ukrainian government and the Red Cross tried to come to an agreement on their passage.
The Russians said the convoy started moving because it could not wait any longer, owing to the worsening humanitarian situation in eastern Ukraine, which is held by pro-Russian separatists.
The White House and the Ukrainian government both described the deployment of the convoy as a flagrant violation of Ukraine’s sovereignty.
In a phone call, President Barack Obama and Angela Merkel said the conflict had “continued to deteriorate” since a Malaysian airliner was downed last month over rebel-held territory, with the loss of all 298 people on board.
Ukraine called the Russian convoy a “direct invasion” of Ukraine.
NATO and the European Union have also criticized what they said was a violation of Ukraine’s sovereignty.
NATO officials have accused Russia of building up troops on its border, saying significant numbers of Russian forces are operating within Ukraine, using artillery.
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