Russian investigators named Akbarjon Djalilov, 22, as the bomber, with officials in Kyrgystan saying he was born in the country but was a Russian citizen and had lived there since he was 16.
No group has claimed the attack and Djalilov's motivations remain unknown.
But the incident poses a range of major problems for Russia and the broader region, especially ahead of the World Cup being held in the country next year.
Changing security situation
Russia is no stranger to terror and suffered a string of brutal attacks in the 1990s and 2000s blamed mainly on an insurgency in Chechnya that morphed from a separatist rebellion into a Islamist campaign.
Major cities in the country are now viewed as key recruiting grounds for radical groups like Islamic State, targeting those from the mainly Muslim Central Asia and Caucasus regions who face xenophobia and harsh treatment from the authorities.
Security experts say that migrants from ex-Soviet Central Asian countries -- who often come as migrant workers and have few firm links to Russia -- have replaced those from the Caucasus as the top security concern.
Newcomers from Central Asia "gather in apartments and pray, it's more difficult to identify and control them," said Andrei Soldatov, who runs the security-focused Agentura.Ru website.
"The security situation in Russia has drastically changed in the past two years," he said. "A real jihadist network made up of Central Asian natives is returning here from Syria."
Soldatov said the risk of attacks in Russia had "increased very much" and that the Russian special services have never had a real strategy to fight terrorism.
"A strategy is needed," he said.
Fighting abroad
Many residents of economically depressed Central Asia have left their native countries to join radical groups abroad.
Russia has said that several thousand militants from ex-Soviet countries -- which include Kyrgyzstan, Uzbekistan and Tajikistan -- have left to fight in the Syrian civil war.
Kyrgyzstan has said that some 600 citizens left the country to fight with radical factions in Syria and Iraq, while Tajikistan says more than a thousand of its nationals have joined foreign conflicts.
More known IS suicide attacks were carried out by Tajiks than citizens of any other country in regions outside the jihadist group's control, according to the International Centre for Counter-Terrorism based in The Hague.
Uzbekistan-born Abdulkadir Masharipov confessed to gunning down 39 people at the Reina nightclub in Istanbul on New Year's Eve, while the 2013 Boston Marathon bomber Dzhokar Tsarnaev was born in Kyrgyzstan.
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