Mr Lebedev, who earlier this week had the headquarters of a Moscow bank he controls, the National Reserve Bank, raided by masked men carrying machine guns admitted it had been a tough week.
He said officers from the SBU, Ukraine's secret police, had swooped on a hotel he owns in the More resort in Alushta on the Crimean coast.
They seized documents and computers from the luxury hotel complex, he added.
Mr Lebedev, who co-owns Russian airline Aeroflot as well as leading Russian opposition newspaper Novaya Gazeta, said he thought the raid was revenge for an article in The Evening Standard this week.
The article poked fun at Ukraine's president Viktor Yanukovych for claiming that Russian playwright Anton Chekhov was in fact "a great Ukrainian poet." The Standard wrote that the Ukrainian leader had committed a "Dubya-like gaffe." Ukrainian government sources were dismissive of Mr Lebedev's accusations.
Mr Lebedev, a former KGB operative who worked in the Soviet Union's London embassy, has no record of conflict with the Kremlin or the authorities in Ukraine.
A close friend of former Soviet president Mikhail Gorbachev, he has criticised the state of modern Russian in very broad terms but has always stopped short of criticising Vladimir Putin, the prime minister.
Mr Lebedev said he would shut down the raided hotel, which employs 1,500 people, on Monday unless the Ukrainian tax authorities desisted.
