The team had gone to investigate reports of Russian servicemen being killed near the border with Ukraine, BBC reported.
The team's cameraman was beaten up and his camera smashed during the attack.
The hard drive of the main computer as well as several memory cards with video material were also wiped clean.
The recorded material left in the car was also deleted, the team found after returning from the police station.
The team had just left a cafe in the town when at least three aggressive individuals approached their car, confronting and attacking them, BBC Moscow correspondent Steve Rosenberg said.
Using physical violence, the men grabbed the camera, smashed it on the road, and then escaped with it in a getaway car.
The team is now safe and back in Moscow.