She was found shot dead in a lift in a block of flats in the capital, the Interfax news agency said. A pistol and four bullets were found near her body, it added, quoting unnamed police sources.
She fell seriously ill with food poisoning in 2004 which some believed to be an attempt on her life. The award-winning journalist fell sick while on her way to report on the Beslan school siege.
Ms Politkovskaya, who worked for the newspaper Novaya Gazeta, was known for exposing rights abuses by Russian troops in Chechnya. She also acted as a negotiator with the Chechen rebels who held a siege in a Moscow theatre in 2002.