Russian media said the journalists from the Izvestia news organization were questioned for 10 hours and one of them had his visa cancelled and was expelled, Reuters reported.
No immediate comment was available from US authorities.
Kremlin spokesman Dmitry Peskov said Moscow would seek more detailed information on the incident.
"But such an attitude towards journalists, of course, does not paint the US authorities in a good light, especially after (the journalists) completed all the formalities and procedures and obtained all the permissions to enter," he said.
Peskov added that the US behavior "contradicts, probably, the principles of freedom of the media. And of course, for us, this is unacceptable."
The journalists were from Izvestia, a commercial media group which owns television stations and a newspaper. Russian foreign ministry spokeswoman Maria Zakharova said Russia would deliver an "appropriate response".
Moscow has frequently complained about the banning of some Russian news services by Western countries and accused them of placing restrictions on its journalists.
Washington has accused Russia of using state media to interfere in elections in the United States and elsewhere.