Yatsenyuk, who met with Pope Francis and Italian Prime Minister Matteo Renzi in Rome on April 26, said he was returning a day early because of the situation in Ukraine.
He said Russian planes had crossed into Ukrainian airspace seven times during the night.
The Russian Foreign Ministry on April 26 denied that any of its aircraft had violated Ukrainian airspace.
In Kyiv, the Ukrainian Security Service (SBU) said one of the members of the Organization for Security and Cooperation in Europe (OSCE) group being held captive in eastern Ukraine by pro-Russian separatists was in urgent need of medical care.
SBU said on its website that the OSCE group, believed to number 13 people, was being held in "inhuman" conditions in the separatist-held city of Slovyansk.
The OSCE said several officials from the organization were going to Slovyansk to negotiate the release of the military observer group.
It added that the separatists plan to use the group, which they have claimed are "NATO spies," as a "human shield."
Denis Pushilin, the self-declared leader of separatists in the city of Donetsk, said on April 26 that the OSCE observers "will be exchanged for our own prisoners [held by Ukrainian security officials]."
Pushilin said such a swap was the only way the prisoners would be freed.
Pushilin spoke in front of the occupied SBU security services building in Slovyansk, where the OSCE team was being held after they were seized on April 25.
It is thought that the group includes four Germans -- three of whom are from the military -- and five Ukrainian soldiers.
There were also four military observers from Denmark, Poland, Sweden, and the Czech Republic traveling as part of the OSCE team.
The OSCE on Twitter described the seized group as a military verification team sent to the region "following invitation from Ukraine under terms of the Vienna Document of 2011 on military transparency."
Ukraine's Interior Ministry says negotiations were taking place on April 26 for the release of the group.
Slovyansk separatist leader Vyacheslav Ponomaryov told Russian TV news crews that the members of the OSCE mission were considered "intelligence officers of NATO country members."
He said the separatists do not believe that an OSCE mission should include "military personnel entering our territory."
"I got reports that there was somebody there from the military headquarters," Ponomaryov said. "It already doesn't look good. People who come here as observers from Europe bring a real spy with them, it doesn't look good at all. This is an example of the policy of double-standards."
The Ukrainian government has asked Moscow to use its influence with the "terrorists" to secure the release of the abductees, according to RFE/RL's Ukrainian Service.
Andrei Kelin, Russia's envoy to the OSCE, said on April 26 that Moscow will "undertake all possible steps" to free the detained group.
The U.S. State Department called for the immediate release of the OSCE team, with spokeswoman Jen Psaki saying that "there is a strong connection between Russia and these separatists."
In Germany, Foreign Minister Frank-Walter Steinmeier said he had spoken via phone with Russian Foreign Minister Sergei Lavrov about ways to stabilize the situation in Ukraine.
The Russian Foreign Ministry said it was working to resolve the issue of the OSCE captives in Slovyansk but added that Ukraine should have "cleared" the group's presence in eastern Ukraine to ensure its security.
Ukrainian Prime Minister Yulia Tymoshenko said in Kyiv on April 26 that "Ukraine must be strong and must repel the invader, so that he will never have such plans and intentions again."
Slovyansk is one of about 10 towns and cities in eastern Ukraine where pro-Russian separatists have taken over government buildings and police stations.