Several finance ministers and central bank governors also left the room, says a source close to the meetings who spoke anonymously because the event was not public, the AP reports.
According to the same source, some ministers and central bank governors who attended the meeting by telematics turned off the cameras while a Russian representative spoke.
The incident happened at the spring meetings of the International Monetary Fund and the World Bank, where financial authorities meet to discuss urgent global issues.
Sources in the Ministry of Finance said earlier this week that Yellen is trying to avoid contact with Russian authorities who planned to participate virtually in some of the G20 events.
President Joe Biden said Russia should not remain a member of the G20, an international organization of the world’s largest economies that promotes economic cooperation between the two countries.