Amina Okuyeva and Adam Osmayev were in a car that was shot at from bushes near a railway crossing on the outskirts of the capital, interior ministry advisors Anton Gerashchenko and Zoryan Shkiryak said in separate posts on Facebook.
"As a result of the injuries she sustained, Amina died. Adam Osmayev was wounded, but will live. I just spoke to him on the telephone," Gerashchenko said.
The incident is the second attempt on Osmayev's life this year. In June, he survived an attack by a gunman, who was in turn shot and wounded by Okuyeva.
Gerashchenko and Shkiryak did not suggest a motive for the latest attack. The police did not immediately respond to a request for comment.
Russian authorities accuse Osmayev of being part of a 2012 plot by Islamist rebels to kill Putin with a bomb in central Moscow.
Osmayev and Okuyeva are well-known figures in Ukraine, having served as volunteers for the Ukrainian military in a conflict with pro-Russian rebels in eastern Ukraine.
Moscow has fought two wars with separatists in the mainly Muslim Chechnya region since the 1991 collapse of the Soviet Union. The region is now broadly under the control of Moscow, but Chechens are known to have fought both for the pro-Russian rebels and for the Ukrainian army in the conflict in eastern Ukraine.
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