A Canberra man has been remanded in custody after allegedly breaking into the grounds of the Russian embassy in an attempt to steal a BMX bike.

Luke Gray, 26, of Griffith was arrested about 6:00am on Saturday with bolt cutters and a screwdriver in his bag.

Prosecutors said he entered the secure embassy grounds and tried to steal a child's BMX bike.

He has been charged with burglary, attempted theft, and being equipped with articles for intent to commit a theft.

In the ACT Magistrates Court prosecutors said Gray was high on methamphetamine at the time of the break-in.

Gray was crying and agitated during his brief appearance, and said he could not remember making his way to the embassy.

He was remanded in custody and will appear again in court on Tuesday.