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Many in the liberal opposition believe the Kremlin stood to gain from Nemtsov's killing because it will act as a warning to other Kremlin critics that they should stay silent.

Some of Nemtsov's friends have asked why the police took so long to arrive at the scene of the crime and how someone could fire six shots at him and get away in an area monitored by closed-circuit television footage.

Nemtsov's closest aide told Reuters that the day before his death he clandestinely scribbled a note to her about how he was investigating the involvement of Russia's military in fighting in east Ukraine.

No one has produced any direct evidence the Kremlin had anything to do with Nemtsov's killing.

People from the Caucasus have been named as suspects in other assassinations, including those of Anna Politkovskaya, a journalist critical of the Kremlin, in 2006 and of Paul Klebnikov, a US citizen and journalist with the Russian edition of Forbes magazine, in 2004.

Politkovskaya's supporters say the Chechens sentenced for her killing were low-level foot soldiers, and that investigators failed to find out who was behind her murder.

Nemtsov's opposition colleagues have said they refuse to be intimidated by his killing.

They are rarely given air time on state-controlled television, the main source of news for most Russians, and have been unable to unite.

"There will be no let-up in our efforts, we will give up nothing. This act of terror has not achieved its goal," leading opposition figure Alexei Navalny said on Friday.

Rossiya-24 state TV on Saturday showed the place where Nemtsov died full of flowers, saying people were still bringing them to the bridge, a few hundred metres from the Kremlin.