This image grab shows protesters near an administrative building in Almaty, Kazakhstan, on Wednesday. AFP

Russia on Wednesday urged "dialogue" in ex-Soviet Kazakhstan as unprecedented unrest spun out of control over an energy price increase in the Central Asian nation.

Kremlin spokesman Dmitry Peskov said on Wednesday that Kazakhstan could solve its own problems and it was important that no one interfered from the outside, RIA news agency reported.

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"We are closely following the events in the brotherly neighbouring country," Russia's foreign ministry said in a statement.

Smoke rises from the city hall building during a protest in Almaty, Kazakhstan, on Wednesday. AP

"We support a peaceful solution to all problems within the legal and constitutional framework and through dialogue, not through street riots and violation of laws," it added.

"We hope for the earliest possible normalisation of the situation in the country, with which Russia is linked by relations of strategic partnership and alliance through fraternal, human contacts."

It quoted Peskov as saying Kazakhstan had not requested Russian help to deal with protests that prompted the resignation of its government on Wednesday.

Russia is acutely sensitive to unrest in former Soviet republics it regards as part of its sphere of influence, and in the past has accused the West of stoking revolutions in countries such as Georgia and Ukraine.

Riot police officers patrol in a street in Almaty on Wednesday. AFP

RIA quoted the Russian foreign ministry as saying it was following the Kazakh situation closely and counting on the "soonest possible normalisation".

Earlier Wednesday, protesters stormed the mayor's office in Kazakhstan's largest city Almaty and appeared to have seized control of the building.

The demonstrations are the biggest threat so far to the regime established by Nazarbayev, who stepped down in 2019 and ushered loyalist Kassym-Jomart Tokayev into the presidency.