Russian President Vladimir Putin described the incident as a "stab in the back, carried out against us by accomplices of terrorists."
"The body of the deceased Russian pilot was delivered to us last night at 1:45 across the border. In accordance with their [Russian] religious tradition, funeral arrangements were carried out by Orthodox priests in the Hatay Province [in Turkey's south]," Davutoglu was quoted as saying by local media Beyaz Gazete.
The Russian Embassy in Turkey has confirmed that the body of the Russian pilot would be brought to Ankara on Sunday and later sent to Russia.
"Today the body of Hero of Russia Oleg Peshkov will be delivered to Ankara. The military attache of the embassy is accompanying it during the flight, and the ambassador and the embassy staff will meet it at the airfield in Ankara. The date and time of the pilot’s body delivery to Russia is being clarified," embassy spokesman Igor Mityakov told RIA Novosti.
Later in the day, a plane carrying the body of the Russian Su-24 pilot landed in Ankara.
The Su-24 bomber co-pilot survived and was taken to a Russian base in Syria after a successful 12-hour search and rescue operation, which ended on Wednesday.
A source familiar with the operation told RIA Novosti earlier that several Syrian special forces units were providing cover for the Russian search and rescue team.