The violence erupted on Saturday in Loshchynivka, in the Odessa region, shortly after the body of a nine-year-old girl was found. Police said there were signs she had been raped.
A 21-year-old Roma man is in custody, suspected of having murdered her.
Odessa governor Mikheil Saakashvili said he shared the locals' outrage.
Ukrainian police say the situation is now under control in the village, after extra police were sent there.
On Saturday, a crowd of furious villagers set a Roma house ablaze and smashed up others, breaking windows. The Roma residents managed to flee before the violence, and none were hurt, reports say.
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