St. Petersburg police said four people were held early Tuesday morning outside the Museum of Authority after a local resident complained, RIA Novosti reported.
After their documents were checked, the four were released about four hours later, a police spokesman said.
Museum director Tatyana Titova said she was detained "without any explanation," the BBC reported.
"And they didn't explain anything after they took me to the local police precinct either," Titova said.
Titova was working late ready the museum for a Thursday opening when police arrived, museum owner Alexander Donskoi told RIA Novosti.
"She was given no information, shown no documents and provided with no explanation," Donskoi said.
Police shuttered the Museum of Authority Aug. 27 after confiscating several paintings by artist Konstantin Altunin shown as part of the museum's "Rulers" exhibition.
The paintings pulled by police include a portrait of President Vladimir Putin in a pink-and-white dress caressing the hair of Prime Minister Dmitry Medvedev, wearing a push-up blue bra and matching panties, and a painting of Moscow religious Patriarch Kirill wearing prison tattoos.
Altunin, who said the seizures of his work was tantamount to censorship, fled Russia last week, saying he feared arrest. He has said he is seeking political asylum in France.
Altunin has appealed to world leaders, who will be in St. Petersburg for the Group of 20 summit this week, to raise the issue of censorship in Russia during discussions with Putin.