Otto Messmer, who heads the Russian Independent Region of the Society of Jesus, and Colombian priest Victor Betancourt, were found dead in their apartment on Petrovka Street, with multiple injuries.
"They did not answer any telephone calls, so their brothers in the order went to their apartment, where they found them already dead," Igor Kovalevsky, the general secretary of the Conference of Catholic Bishops of Russia, told reporters.
The motive for the killing is unknown, he said.
Earlier reports said the priests were injured in a fight near their house involving two other individuals. A local police source said the clerics died from injuries sustained in the fighting.
A witness said a man of Hispanic appearance, aged around 40, may have been involved in the priests' death.
The Russian Independent Region of the Society of Jesus, which was officially registered in June 1992, carries out educational and missionary work throughout the Commonwealth of Independent States.