Russia, which is currently holding military manoeuvres around the disputed Kurile islands, denied any such intrusion took place.
Former Japanese Prime Minister Yoshiro Mori is expected to visit Moscow later this month to discuss territorial matters.
Thursday was Japan's "Northern Territories Day", when rallies are traditionally held calling for the return of the disputed islands it calls the Northern Territories.
Japanese Prime Minister Shinzo Abe had told a rally he was determined to press ahead with negotiations with Russia for the return of the islands.
"I had telephone talks with President (Vladimir) Putin in December, and told him I would like to work to find a mutually acceptable solution to this last-remaining major problem between Japan and Russia," Abe said.
"The government intends to follow its basic policy of settling the territorial issue and then sign a peace treaty. We will press ahead with negotiations with strong will so that progress will be made towards the conclusive resolution of the territorial problem."
Russian Prime Minister Dmitry Medvedev landed on the remote island chain in July, prompting protests from Tokyo.
Unlike Japan's dispute with China over islands in the East China Sea, which are near potentially vast maritime oil and gas reserves, the feud with Russia has more to do with the legacy of World War Two.
Soviet soldiers seized the islands at the end of the war and the territorial row has weighed on diplomatic relations ever since, precluding a formal peace treaty.
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