Operations at the embassy continued as normal after the shell hit the building, RIA Novosti reported.
"About an hour ago a mortar shell fell on the territory of the embassy," a spokesman for the Russian embassy said, adding that the attack was "apparently an accident."
Earlier reports said two people were injured in the shelling, but the embassy said there were no injuries.
Meanwhile, Russian Foreign Minister Sergei Lavrov said Sunday that the United States is "blackmailing" Russia into a United Nations resolution on Syria that allows the use of force, RIA Novosti said.
"Our American partners are starting to blackmail us: If Russia does not support a resolution under Chapter VII in the U.N. Security Council, then we will stop the work in the Organization for Prohibition of Chemical Weapons (OPCW) in The Hague," Lavrov said in a televised interview.
"Our Western partners are nervous as they understand: If Chapter VII is mentioned, this is a chance to get a justification from the U.N. Security Council for their unilateral actions," Lavrov said.
Lavrov said that this was "an absolute withdrawal from" agreements he reached with U.S. Secretary of State John Kerry earlier this month.
During the same interview, Lavrov said he welcomes the U.N. decision to continue a chemical weapons investigation in Syria.
"It is regrettable that our Western partners have taken advantage of their influence on the U.N. Secretariat and made the experts stop their work temporarily and make feverishly a report on the August 21 events," Lavrov, referring to alleged chemical weapons attacks.
Lavrov said he believes chemical weapons attacks also happened on August 22, 24 and 25, and need to be investigated.