Russian President Vladimir Putin has said that the murder of Kremlin critic and opposition leader Boris Nemtsov was a shameful tragedy caused by a political motive.

"The most serious attention should be paid to high-profile crimes, including the ones with a political subtext. Russia should be devoid at last of the kind of shame and tragedies that we have recently endured and seen," he said in a speech during a meeting with officials from the interior ministry on Wednesday.

"I mean the murder, the audacious murder of Boris Nemtsov right in the centre of the capital," Putin said.

Nemtsov, a former deputy prime minister, was shot dead as he walked with his girlfriend on Friday night near Red Square. He was the most prominent opposition figure to be killed in Russia during Putin's 15-year rule.

The Kremlin has denied any involvement, saying that the killing was a "provocation" designed to discredit Putin and strengthen his opponents, but Nemtsov's supporters say the Kremlin is to blame for fomenting an atmosphere of hatred towards its opponents.

Law enforcement officials have said one lead they were exploring was that the killing was linked to Nemtsov's personal life or business dealings. Putin's comments indicated that version is now being discarded.

Authorities have not made any arrests. Earlier on Wednesday, the director of Russia's Federal Security Service said that an investigation had identified several suspects, without giving details.

Russian news agencies reported that investigators were seeking a car in connection to the killing that may be connected to the finance ministry.

Source: Agencies