Gabriel Segun Ajayi, 32, was reported dead by the local authorities on Monday. His wife Natalia, 50, said her husband suffered a massive heart attack on Sunday night at a nightclub.
"He just dropped dead. He didn't take any medicine, simply had some tea," she was cited as saying. "He never complained about his heart."
The police said that while there were no signs of foul play in the case, an autopsy will be conducted to establish the cause of the death.
Gabriel, who has been living in Russia since 2015, is survived by twin boys, who were born last year.