The attackers stormed the 7freedays Club where about 50 people were celebrating "Coming Out Day" Thursday, RIA Novosti reported.
Three people were injured.
"They pulled a gun on the bouncers as they entered the club. Then they shouted 'You wanted a show?'" event organizer Andrei Obolensky told the Russian news service. "People were bleeding; they had been hit in the head with bottles."
Police were examing security video from the club and cameras on nearby streets.