The exhibition will be hosted by IN ARTIBUS foundation, a press statement read.
Sotheby's Russia Senior Director Irina Stepanova said this would be the first such exhibition organised by a foreign auction house in Russia.
"This fall, Sotheby's will hold the first-ever sales show in Moscow. No other auction house has ever held an event like this in the Russian capital," Stepanova said.
"Private sales have always been of great importance in Sotheby's business and have gained in importance in recent years. It earned a record $1.6 billion from private sales in 2020," Stepanova added.
All 16 pieces to appear at the show are from private collections and will be offered for sale. They are paintings of Russian and European masters, including Pierre-Auguste Renoir, Giovanni Battista Salvi, Zinaida Serebriakova and David Shterenberg.
On 7 July 1988, Sotheby’s held an auction entitled "Russian Avant-Garde and Soviet Contemporary Art" in Moscow. It was the first international art auction to take place in the USSR.