A Russian opposition leader and fierce critic of President Vladimir Putin, Boris Nemtsov, was shot dead by an unidentified attacker who fired multiple rounds at the politician as he was walking in central Moscow late Friday.

The murder of the 55-year-old politician, who has been an outspoken critic of Russia's involvement in Ukraine, came ahead of a major opposition rally this weekend.

US President Barack Obama condemned the vicious murder of Nemtsov, whom he had met on a visit to Moscow, and called on the Russian government to conduct a prompt and impartial investigation of the killing, which sent shock waves across Russia.

The Kremlin swiftly dubbed his death a provocation.

The murder bears the hallmarks of a contract killing, Putin spokesman Dmitry Peskov said, adding it was a provocation.

Police and investigators said Nemtsov was shot down by unidentified assailants as he was walking with a woman along a bridge not far from the Kremlin.

A man with documents in the name of Boris Yefimovich Nemtsov was killed, an interior ministry spokesman told AFP early Saturday.

The Investigative Committee, which reports directly to Putin, confirmed Nemtsov's death, saying it had opened a criminal probe.

According to preliminary information, an unidentified person shot at Boris Nemtsov no fewer than 7-8 times from a car as he was walking along the Bolshoi Moskvoretsky bridge, investigators said in a statement.

An AFP reporter saw a blood stain on the pavement on the side of the bridge near the Kremlin, and roses laid by a police barrier at the scene.

The committee said experienced investigators had been put on the case.

Nemtsov launched his political career as the governor of Nizhny Novgorod region in central Russia and became a vice prime minister in the late 1990s under the presidency of Boris Yeltsin.

After leaving parliament in 2003, he led several opposition parties and groups.

Nemtsov's murder comes ahead of a major opposition rally scheduled to take place on Sunday.

An interior ministry spokeswoman, Yelena Alekseyeva, told reporters at the scene that the woman who was with Nemtsov was being questioned.

Interior Minister Vladimir Kolokoltsev has taken charge of the criminal probe.

We call upon the Russian government to conduct a prompt, impartial, and transparent investigation into the circumstances of his murder and ensure that those responsible for this vicious killing are brought to justice, Obama said in a statement.

Nemtsov was a tireless advocate for his country, seeking for his fellow Russian citizens the rights to which all people are entitled.

I admired Nemtsov's courageous dedication to the struggle against corruption in Russia and appreciated his willingness to share his candid views with me when we met in Moscow in 2009, added Obama, calling Nemtsov a dedicated and eloquent defender of rights.

Mikhail Kasyanov, a former Russian prime minister turned opposition leader, told reporters after viewing the scene: This is payback for the fact that Boris consistently, for many, many years fought for Russia to be a free democratic country.

In the 21st century, in 2015, a leader of the opposition is demonstratively shot dead by the Kremlin walls. It is beyond imagination.

Ukrainian President Petro Poroshenko, writing on Facebook, called Nemtsov a bridge between Ukraine and Russia.

The murderers' shot has destroyed it. I think it is not by accident.

Thorbjorn Jagland, secretary general of the Council of Europe, said he was shocked and appalled.

Killers must be brought to justice, he said on Twitter.

Human Rights Watch urged the Russian authorities to thoroughly and impartially investigate the murder.

Ahead of the opposition march Nemtsov urged Russians to take to the streets.

Are you tired of lies, propaganda, war and price hikes? he wrote on Twitter. Then come to the spring march.