Two members of Russia's Alliance for Animal Rights, wearing T-shirts emblazoned with anti-fur slogans, spent half an hour chained to the building before security personnel broke the chains and took the protesters to the nearest police station.
A police official said the act qualified as a misdemeanor and that the case would now be referred to the Moscow Federal Court.
According to the auctioneer's press office, the incident left sale organizers locked inside the building and forced them to call the police. "While fighting for animals' rights, they violated human rights," Soyuzpushnina said, referring to the activists.
The Alliance for Animal Rights, meanwhile, said it was planning several more protests in the next two days.