Ex-Kremlin official found dead in Moscow apartment alongside wife and daughter, 13

A former Kremlin official and Gazprombank vice-president has been found dead in his elite $3.8 million Moscow apartment by his 26-year-old daughter, police have reported.

Former Kremlin official and Gazprombank vice-president Vladislav Avayev, 51, was found dead with two members of his family in Moscow. Photo / Supplied

Alongside the body of multi-millionaire Vladislav Avayev, 51, was his "pregnant" wife Yelena, 47, and younger daughter Maria, 13.

Investigators are keeping an open mind on the 14th-floor massacre, carried out "with Avayev's pistol", and investigating any links to his work and personal life.

The bodies - all found with gunshot wounds - were discovered by the couple's distraught adult daughter Anastasia, when she entered the apartment after failing to get hold of her family.

Yelena Avayev, 47, was also found dead, as well as the couple's 13-year-old daughter, Maria. Photo / Supplied

She told officers that the gun was in her father's hand when she found his body, say reports.

Avayev previously worked as a high-flying executive at Gazprombank, a key part of Vladimir Putin's gas-for-roubles scheme to hit back at Western sanctions.

He had left the bank as vice-president but it was unclear if he retained connections to it.

Earlier he had been deputy head of a major department in Putin's Kremlin administration.

His wealth was amassed through his construction company.

One theory is that there had been jealousy after Yelena was found to be five months pregnant by her husband's driver.

However, reports are ambiguous as to whether the dead woman was pregnant.

Other accounts suggest the wealthy ex-banker had discovered his wife was having an affair, and the driver had resigned.

Separately there were claims the couple had been involved in a court dispute about financial matters.

Police sources say they are probing a number of leads.

A total of 13 weapons were found in the luxury flat, which had been locked from the inside, according to Anastasia.

A neighbour, Kristina, said: "I heard three shots and shouting.

"A woman was screaming. Then two more shots were fired. No one else was screaming.

"I looked out the window - I thought it was fireworks.

"It turned out they weren't, my mother told me it was definitely gunshots."

Another neighbour said: "Perhaps this was because of the sanctions - everyone is depressed, some are willing to go to extreme measures".

She said sanctions and the economic downturn may have hit his business.

"They possibly put him in debt and he decided to shoot himself," she said.

Another neighbour said: "He was a smart man, almost the head of Gazprombank. I had seen him - he did not look like a maniac.

"He was a nerd. He had no reason to do that. He was rich, smart. There's no way a man like that could kill.

"Maybe Avayev and his family were killed.

"So what does that mean? A man with a gun broke into our house, and no one stopped him? How are we supposed to sleep now?"