The training session, which featured all 23 players named in the country's final World Cup squad on Sunday, was attended by Russian Deputy Prime Minister Vitaly Mutko and Russian Premier League President Sergey Pryadkin.
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Russia was beaten by Austria 1-0 in their penultimate pre-World Cup friendly in Innsbruck on Wednesday.
Russia will host its first-ever FIFA World Cup from June 14 and July 15, with the host nation set to face Saudi Arabia in the opening match of the tournament before taking on Egypt and Uruguay in their other two Group A games.