A Qatar foreign ministry official on Tuesday said the two were freed due to "lack of evidence of any violation of the law".
"Russian authorities have released the two detained Qatari citizens and they left Moscow this evening and are on their way to Doha," the official told the state Qatar News Agency (QNA).
The two, both members of the national wrestling team, were seized at Moscow airport last month – after Qatar arrested two Russians over involvement in a car blast that killed former Chechen President Zelimkhan Yandarbiyev on 13 February.
Moscow was enraged at the Russians' arrests. It acknowledged both were spies, but denied their involvement in the assassination.
It demanded their release and accused Qatar of having assisted "terrorism" by giving Yandarbiyev refuge for three years.
Qatar has dismissed the Russian accusation.
QNA earlier said Qatar's Amir Hamad bin Khalifa Al Thani received a telephone call from Russian President Vladimir Putin earlier during the day and the two discussed bilateral relations.
There was no mention of the Qataris or Russian detainees.
Russia has been battling separatists in predominantly Muslim Chechnya for nearly a decade. Chechen fighters blame Moscow for Yandarbiyev's killing.