Moscow launched drills on Aug. 12 on the long-contested islands, which are located off Russia's far eastern coast and just north of Japan.
The exercises are "extremely regrettable," said a foreign ministry spokesman.
"We have filed a stern protest with the Russian Embassy," he added.
Responding to questions about the drills, Japanese Prime Minister Shinzo Abe told reporters earlier in the day that "our country, for its part, can't accept this at all."
The exercises came after Russia scrapped a meeting with a Japanese minister in response to a new round of sanctions by Tokyo against senior figures involved in the annexation of Ukraine's Crimean peninsula.
In Washington, State Department spokeswoman Marie Harf declined comment on the Russian exercises but said: "The United States recognizes Japanese sovereignty over these islands."
By Ruchi Singh