"We know the country where he is hiding," Alexander Bastrykin, head of the investigations committee of the Russian Prosecutor General's Office, said.
Investigative journalist Anna Politkovskaya, who gained international recognition for her criticism of the Kremlin and reports of military atrocities against civilians in the troubled Caucasus republic of Chechnya, was gunned down in the entranceway of her Moscow apartment building in October 2006.
In the criminal investigation three men have been charged with involvement in the murder and a Federal Security Service (FSB) officer with abuse of office.
A separate probe has been launched against Rustam Makhmudov, the man suspected of carrying out the shooting. Investigators earlier said he was still in hiding.
Russia remains one of the world's most dangerous countries for reporters. According to data from the international organization Reporters Without Borders, 21 journalists were murdered in Russia between 2000 and 2007.