Agency officials said the police notification was read in the presence of federal security officers.
Rostov-on-Don, about 650 miles south of Moscow, is the fourth city in southern Russia where authorities have recently suspended agency activities.
Russian authorities disclosed publicly for the first time two weeks ago that they canceled the agency's license in April because, they charged, its practices were violating Russian law.
The latest closure came in the wake of a promise by Justice Minister Valentin Kovalyov to settle the agency issue promptly.
Kovalyov made the promise during a conversation earlier last week with the deputy chairman of the lower house of the Russian Parliament, Mikhail Yuriev.
Yuriev sent a letter to World Jewish Congress president Edgar Bronfman, informing him that the recent closures of agency offices had "nothing in common with an intention to harass Jewish emigration" from Russia.
Yuriev also wrote that he has received the personal promise of the justice minister "to close the subject soon."
Yuriev, who also serves as chairman of Touro College's Moscow campus, said he was confident the Kremlin had no plans to limit Jewish emigration from the country.
"Even ultranationalist, anti-Semitic parties don't say, `Stop emigration.' Rather, they say, `Let them all go,'" he wrote.
Moscow Chief Rabbi Pinchas Goldschmidt said he was very surprised by the latest closure of an agency office.
"We got the promise from the [justice] minister, but the harassment on the periphery" of Russia continues, he said.
Russia's chief rabbi has openly protested the cancellation of the agency's accreditation.
In a letter sent two weeks ago to Russian President Boris Yeltsin, Rabbi Adolph Shayevich wrote: "The Justice Ministry explains the step it has taken by the fact that the Sokhnut [Jewish Agency] activities allegedly violated Russian laws. Does personal freedom of movement contradict Russian laws?"
While Russian officials have not specified the violations of law allegedly made by agency representatives, a Moscow daily newspaper published an article detailing the agency's alleged transgressions.
In a May 15 front-page article, Nezavisimaya Gazeta referred to an investigation by Russia's security service into the agency's operations.
"According to information [gathered by] Russia's special services, the agency's staff, while covering up its actions with the aim of spreading Jewish culture, has been collecting information on a broad circle of questions," the article said.
Referring to unnamed "official Russian representatives," the article claimed that Israeli emigration programs being carried out in Russia "verge on interference in [Russia's] internal affairs."
The article also claimed the Agency was "bringing the most gifted Jewish children to study in Israel," where they are "obliged to adopt Israeli citizenship."
The Jewish Agency headquarters in Jerusalem issued a protest May 16 against the article, saying that it was biased and contained "inaccuracies and fallacious statements."
Meanwhile, Sergei Gorlenko, a spokesman for Russia's federal security service, revealed in an interview after the article appeared that his agency had been investigating the case of an unnamed Israeli diplomat expelled from Russia about three months ago.
"The Israeli was caught red-handed along with his Russian agent," he said.
But Gorlenko denied any connection between that incident and the status of the agency's operations in Russia.