The Russian agriculture watchdog Rosselkhoznadzor said the sausages contained both horse and poultry DNA.
A spokesman said the company that supplied the meat had been struck off a list of approved suppliers.
Horsemeat was first found in meals and burgers in the UK and Ireland last month, and traces have since been found in meat products across Europe.
“Tests on a shipment of Frankfurter sausages found the DNA of horses, chicken, cattle and soya,” Rosselkhoznadzor said in a statement.
Earlier, Rosselkhoznadzor spokesman Alexei Alexeyenko told AFP news agency that the shipment of more than 20 tonnes of sausages had been imported from the Austrian city of Linz. He did not name the supplier.
Horsemeat is considered a traditional delicacy in Russia and is available in many restaurants and stores.
Alexei Alexeyenko said the problem with the contaminated meat was that it was not clear what it was made of and that old or ill animals could have been used.
The meat will either be destroyed or returned to the supplier, he added.
Russian media originally reported the sausages being documented as 100% beef, but later reports said they were labelled as having 80% pork as well as other non-meat ingredients.
At least a dozen countries are involved in the horsemeat affair, which implicates some of the biggest meat processors and food producers.
On Monday, Swedish company Ikea withdrew meatballs from sale in 14 European countries after tests in the Czech Republic found traces of horsemeat in a batch made in Sweden.
EU agricultural officials are looking at ways of tightening up procedures and ensuring greater traceability in the wake of the scandal.
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