Medvedev travelled to one of the four Russian-held islands off Japan's northern region of Hokkaido. The island is known as Iturup in Russian and Etorofu in Japanese.
Such visits are incompatible with Japan's position on the Northern Territories and hurt the feelings of its people, the Ministry of Foreign Affairs said in a statement.
"We strongly urge the Russian side to take constructive measures to further advance Japan-Russia relations, including the issue of the conclusion of the peace treaty," it added.