Petr Polshikov, 56, was found at his home with a bullet wound to his head.
The shooting disclosed today came soon after news of the assassination of Russian ambassador to Ankara, Andrey Karlov.
The circumstances of the Moscow shooting were still unclear, with police examining all possible theories.
Two empty bullet shells were found in the flat on Balaklavsky Prospekt. A gun was discovered under the sink in the bathroom.
Reports said the diplomat’s wife was in the flat at the time and is safe.
Polshikov was reported to be a senior figure in the Latin American department of the Russian foreign ministry.
His death was discovered just hours before Russia’s ambassador in Turkey, Andrei Karlov, was assassinated in Ankara.