“There are two versions of what happened – the first one is that she was killed while trying to stop the attacker, and the second one is that she was shot on purpose,” Sokolov said.

Before his death, Stanislav Markelov told his colleagues that he had been receiving threats.

The lawyer had been holding a press conference on Monday, dedicated to the release of Yury Budanov, a former tank commander, who was jailed for 10 years in the summer of 2003 for murdering Elsa Kungayeva, an 18-year-old Chechen woman.

Budanov admitted to killing the teenager, but said he thought she was a sniper. He claimed temporary insanity and a fit of rage. However, in December 2008 the court ordered the release of Budanov, claiming he had “repented” for his crime. He left the prison on parole four days ago.

“We’re all in shock, my wife, my kids. He told me Thursday night, he said Visa, I’m getting threats. What kind of threats, I asked him. If I don’t drop this case, I’ll get killed. Who are these threats from, I asked. I’m getting anonymous text messages, he answered. Right away, I said to him that maybe I should get a new lawyer, and he said No, I’m going to persevere,” Visa Kungayev, the father of Elsa Kungayeva, said.

The police are now searching for the murder suspect. Witnesses say he escaped into the subway after committing the crime.

“A special investigation group has been created to investigate the crime. The team is looking into motives of the crime including the current professional activity of the deceased. At this point, the investigation has been able to establish that the killer was wearing a ski-mask,” Vladimir Markin from the General Prosecutor's Office Investigative Committee, said.

But was the double murder related to Budanov – or another case Markelov was involved in?

“This murder was meant to shock as much as possible. In broad daylight, metres away from the Kremlin, in the heart of Moscow – someone wanted to make a statement with this crime. Whether it’s related to Budanov or not, it is too soon to say, but the message is certainly strong. Whoever did this was not afraid to throw out a challenge,” believes Aleksandr Brod, Director of the Moscow Bureau for Human Rights.

Human rights activists are already comparing this murder to that of prominent journalist, Anna Politkovskaya in 2006.

Politkovskaya was a client of Stanislav Markelov. While, Anastasia Baburova, the young journalist who was killed by his side wrote for Novaya Gazeta, the same paper as Politkovskaya.

Nicola Duckworth from the Amnesty International in London says the authorities must do their utmost to protect human rights activists and journalists in Russia.

“We are very concerned about the murder of Stanislav Markelov. We feel that it can be certainly linked with his profession,” Duckworth said.

Budanov’s lawyer has been quick to deny any possible involvement of his client. “He doesn’t know him and has never seen him,” Aleksey Dulimov said.

Russia's Prosecutor General has taken this case under his personal control.