The Russian national team retained 11th place in the latest FIFA world rankings published Wednesday.
Argentina overtook Denmark into ninth, the only change in this month's top ten.
Russia jumped Italy in April and remained ahead of the four-time world champions.
Current world champions Spain lead the list from Germany, Uruguay, the Netherlands and Portugal.
Brazil come in sixth, followed by England and Croatia.
More movement is expected in June as a result of the glut of pre-Euro 2012 friendlies.
Russia play Uruguay on May 25, Lithuania on May 29 and Italy on June 1.