"I can confirm this," he said.
Moscow compiled the "blacklist" of EU politicians back in 2014 in response to the bloc's sanctions on Russia over its intervention in Ukraine.
Andrikiene is a member of the European Parliament's Committee on International Trade and Committee on Foreign Affairs. Saudargas is a member of the Committee on Industry, Research and Energy and the Committee on Culture and Education.
The Finnish media reported two years ago that the Lithuanians blacklisted by Russia also included Vytautas Landsbergis, Lithuania's first post-Soviet leader and honorary chairman of the Homeland Union, as well as Andrius Kubilius, a former prime minister, Artūras Paulauskas, a former member of the Seimas, and Gediminas Grina, a former head of the State Security Department.