They might have, just we do not hear anything about such efforts due to way Russian agencies work. Just look at communication so far with much simpler things. Most comes from ESA...
Article that JimO mentioned is a very interesting discussion of how to destroy F-G if it comes to that. Main tone is - Russia could have had multiple nice systems, but they were aborted in 1990s.
First step is to observe F-B, and it can be done using optical and radar facilities in Russia, for example "Window" ("Okno") system.
Second point is that F-B could be taken off orbit and repaired, either by bringing it back to Earth (think shuttle) or repaired on orbit.
Third point is how to prevent pieces falling down and causing problems. Article mentions that experts do not agree - Americans say fuel will freeze, arrive to surface and cause ecological disaster. Chinese say their satellite is not dangerous.
What follows is discussion of IS-MU anti-satellite system, which is currently right where Russian shuttle program is.
http://www.russianspaceweb.com/is.htmlAnother possibility could be A-35M system, but it was taken offline in 1990 and disassembled.
http://en.wikipedia.org/wiki/A-35_anti-ballistic_missile_systemOne more chance is to use A-135 system, namely A-925 rockets. They were also disbanded with the end of Cold War.
http://en.wikipedia.org/wiki/A-135_anti-ballistic_missile_systemRemaining capability is to shoot it down using PRS-1 missiles of A-135, but it would only work if F-B fell right on Moscow.
Other than that, maybe MIG-31D (anti-satellite fighter)? Nope, it was buried too.
Once again, due to end of Cold War, disarmament and universal peace - methods for shooting down satellite in this case are not operational.
F-B should make people think - today a satellite cannot be taken down, what if something else comes from space?