"The aim of occupying the police station was the guns which they are giving out to the protestors in Sloviansk," an official said.
The US has accused Russia of inciting trouble in eastern Ukraine where pro-Russian protestors took over government buildings throughout the region earlier this month.
After seizing government buildings in Ukraine's eastern city of Donetsk, the protestors proclaimed the region's independence from Kiev last week.
Russia has refused to take responsibility for the protests in eastern Ukraine.