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"We are furious," said 62-year-old retired businessman Mykola Sapronov, who was among the protesters Sunday. "The leaders must resign. We want Europe and freedom."
As the demonstrators approached Independence Square and swept away metal barriers from around a large Christmas tree set up in the center, all police left the square. About a dozen people then climbed the tree to hang EU and Ukrainian flags from its branches.
Several hundred demonstrators never made it to the square. Along the way they burst into the Kiev city administration building and occupied it, in defiance of police, who tried unsuccessfully to drive them away by using tear gas.
(Read more: Ukraine and EU fail to salvage trade pact)
The EU agreement had been eagerly anticipated by Ukrainians who want their country of 45 million people to break out of Moscow's orbit. Opinion surveys in recent months showed about 45 percent of Ukrainians supporting closer integration with the EU and a third or less favoring closer ties with Russia.
Moscow tried to block the deal with the EU by banning some Ukrainian imports and threatening more trade sanctions. A 2009 dispute between Kiev and Moscow on gas prices resulted in a three-week cutoff of gas to Ukraine.
Yanukovych was traveling to China for a state visit this week. Afterward, the president planned to visit Russia and reach agreement on normalizing trade relations, Azarov said Sunday.
For Yanukovych, memories of the Orange Revolution are still raw.
Those protests forced the annulment of a fraud-tainted presidential election in which he was shown to have won the most votes. A rerun of the election was ordered, and he lost to Western-leaning reformist Viktor Yushchenko.
Yanukovych was elected president five years later, narrowly defeating then-Prime Minister Yulia Tymoshenko, the leading figure of the Orange Revolution.
Tymoshenko was sentenced to seven years imprisonment in 2011 for abuse of office, a case that the West has widely criticized as political revenge. The EU had set Tymoshenko's release, or at least her freedom to go to Germany for treatment of a severe back problem, as a key criterion for signing the association pact with Ukraine.
(Read more: Ukraine drops plan to go West, turns East)
The prospect of freeing his archenemy was deeply unattractive to Yanukovych, who comes up for re-election in early 2015.