The locks and an alarm system had been removed, and the electricity supply appeared to have been cut off, the group said.
"We do not know what prompted Moscow authorities to prevent our staff from accessing our offices -- an unwelcome surprise for which we received no prior warning," said Amnesty International's Europe Director John Dalhuisen.
"Given the current climate for civil society work in Russia, there are clearly any number of plausible explanations, but it's too early to draw any conclusions," he said, adding he hoped there had been a "simple administrative explanation" for it.
"We are 100% confident that we fulfilled all our obligations as tenants."
Russian state-owned news agency RIA later reported the Department of Urban Property of Moscow changed the locks because Amnesty International was in arrears in paying its rent.
Responding to that allegation, Dalhuisen said, "This bizarre claim is simply not true. Amnesty International received no advance notice about this and we have documents proving our rent for the property has been paid, up to and including October."
He added that the Moscow office staff are seeking a meeting with municipal property officials Thursday to clarify the situation.
"We very much hope it can be resolved so we can get on with our pressing human rights work," he added.
Amnesty International spokesman Conor Fortune told CNN the group rents its office directly from municipal authorities and has been a tenant there for more than 20 years. The Moscow office was searched in 2013, but this is the first time staff have been unable to access it, he said.
Sergei Nikitin, head of Amnesty's office in Moscow, posted photos on social media of the notice affixed to the door. The notice said the building was "property of a city of the Russian Federation" and that nobody could enter without being accompanied by a municipal official.
Amnesty International has been critical of Russian authorities on a wide range of human rights violations, including the government's role in the Ukraine and Syria armed conflicts.
On Tuesday, the group called for an investigation into allegations of torture in detention made by Russian activist Ildar Dadin. In a letter to Russian-language news site Meduza, Dadin said he was beaten at a Russian prison colony, hung up by handcuffs and threatened with rape.