Anzor Gubashev and Zaur Dadayev were detained on March 7, FSB director Alexander Bortnikov said, speaking on national television.
President Vladimir Putin has been informed of their detention, Alexander Bortnikov added.
Boris Nemtsov, a former deputy prime minister, 55, was shot dead on the night of February 27 as he was walking on the street with his girlfriend.
He was buried in Moscow on March 3.
Russia’s leading opposition figure Alexei Navalny accused the Kremlin of ordering the assassination in order to cow the opposition amid Russia’s mounting economic problems.
President Vladimir Putin publicly condemned the murder of Boris Nemtsov and called for an end to “shameful” political killings in Russia.
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