(Adds report of beating, para 4,5)

VILNIUS, March 5 (Reuters) - Moscow demanded on Saturday that authorities in Estonia, Latvia and Lithuania take measures to protect Russia's embassies after a Russian diplomat was attacked in the Lithuanian capital Vilnius, the Russian RIA news agency said.

"We are warning Vilnius, Riga and Tallinn that they are responsible for the consequences of the anti-Russian psychosis they have unleashed," the Russian foreign ministry was quoted as saying.

"A Russian diplomat in the Lithuanian capital was attacked with the use of physical force, attempts were made to put pressure on the Ambassador," it added.

Lithuania's national broadcaster reported last week that a third secretary of the Russian embassy was beaten on the evening of Feb. 24 near the embassy, in a residential courtyard. The broadcaster cited a Lithuanian police spokesperson.

A suspect in the beating, which took place as an estimated 10,000 people gathered in front of the embassy to show support for Ukraine following the start of Russia's invasion earlier that day, was arrested, the spokesperson was quoted as saying. The diplomat declined medical help, she added. (Reporting by Andrius Sytas. Editing by Kevin Liffey, William Maclean)