One of the men detained on suspicion of killing Russian opposition figure Boris Nemtsov served in a police unit in the Russian region of Chechnya, Russian news agencies quoted a law enforcement official as saying.
Nemtsov was shot dead on the night of Feb. 27 within sight of the Kremlin walls, in the most high-profile killing of an opposition figure in the 15 years that President Vladimir Putin has been in office.
The two men detained on Saturday in connection with the killing, Anzor Gubashev and Zaur Dadayev, were expected to be brought before a judge at a Moscow court on Sunday to be formally arrested.
A Reuters reporter outside the Basmanny court said there were large numbers of police lining the street and guarding the entrances.
Dadayev served for around 10 years in the "Sever" battalion of Chechnya's interior ministry, Russian state-controlled news agencies quoted Albert Barakhayev, Security Council secretary in the neighbouring Ingushetia region, as saying.
Gubashev and Dadayev were detained on Saturday in Ingushetia, where some members of their families live, according to Barakhayev. He said a relative of Gubashev was also detained, though this has not been confirmed by officials investigating Nemtsov's killing.
It was not immediately clear if Dadayev was a serving member of the battalion, or has left. There was no confirmation from the authorities in Chechnya.
Chechnya is a mainly Muslim republic on Russia's southern border. It has been the scene of violent separatist insurgencies over the past two decades.
It is now firmly under the control of its leader, Ramzan Kadyrov, a former rebel who now pledges loyalty to Moscow and has considerable autonomy over the running of the region, including its security services.
Russia's Interfax news agency, quoting a Chechen law enforcement source, said a man killed in a standoff with police in the Chechen capital late on Saturday was wanted by police in connection with Nemtsov's killing.
The agency said when police arrived at an apartment block, the man threw one grenade at officers and then blew himself up with a second.