Ambassador Vlidimer Chamov was making the first visit by a Russian envoy to al-Sadr's office since the US-led war started in Iraq more than two years ago, Russian embassy protocol chief Ivan Zhurba said on Monday.
Zhurba had no details on the purpose of the talks, but Russia and al-Sadr were fierce opponents of the US-led invasion of Iraq.
Shaikh Jalil al-Nuri, an al-Sadr aide in Najaf, confirmed that talks had started and that a delegation of Sunni tribal leaders from the towns of Ramadi and Falluja in al-Anbar province were expected to meet al-Sadr later.
"The meeting was held to develop the relationship between Russia and Muqtada al-Sadr because the al-Sadr movement is very influential and well-known in Iraq," al-Nuri said without providing further details.
He added that the meeting had nothing to do with al-Sadr's talks with the delegation of Sunni tribal leaders from al-Anbar.
Al-Sadr has taken on a higher public profile in recent weeks after emerging from months of hiding after clashes last year between US troops and his fighters in Baghdad's Sadr City and in Najaf, 160km south of Baghdad.
The cleric, who opposes the US-led occupation of Iraq, has been negotiating between Shia and Sunni groups that have accused each other of killing clerics from each other's community.
Russia strongly opposed the US-led war in Iraq and President Vladimir Putin has said no weapons of mass destruction had been found in Iraq, the alleged presence of which was Washington's major justification for launching the war against Saddam Hussein's government.