The demonstrators had been protesting the removal of a Soviet World War II memorial from central Tallinn last week.
Russian Foreign Minister Sergei Lavrov said earlier today that the removal has had "serious negative consequences" for bilateral ties.
He called for an immediate investigation into the Estonian police's response to riots sparked by the monument's removal. The riots left one Russian national dead and more than 150 people injured.
Lavrov also criticized the European Union for supporting Estonia, saying this contradicts European values.
The NATO military alliance and the United States have also pledged their support to Estonia.
Estonian Prime Minister Andrus Ansip today said any Russian boycott of Estonian goods was "doomed to fail."
The monument is seen by Russians as a memorial to Red Army soldiers who died fighting German Nazi troops. Many Estonians view it as a reminder of Soviet occupation.
(compiled from agency reports)