Opposition supporters will march through Moscow on Sunday in memory of Kremlin critic Boris Nemtsov, whose murder has increased concern about Russia's future among opponents of President Vladimir Putin.

Nemtsov, 55, one of Russia's most vocal critics of Putin's policies, was set to lead a rally in the Russian capital before he was gunned down on a bridge just hundreds of metres from the Kremlin yesterday.

Following his death, co-organizers cancelled the rally and instead called for a demonstration of solidarity with the slain opposition leader. The city gave quick approval for a gathering of up to 50,000 people, in contrast to its usual slow and grudging permission for opposition rallies.

The mourning march could serve to galvanize the beleaguered and marginalized opposition, or it could prove to be a brief catharsis after which emotions dissipate. Popular support for Putin has remained above 80 per cent in recent months, despite the severe economic recession and soaring inflation.

Meanwhile, Russia's top investigative body said Saturday it is looking into several possible motives for the killing of Nemtsov, including an attempt to destabilize the state, Islamic extremism, the Ukraine conflict and his personal life.

Opposition leader Boris Nemtsov was an outspoken critic of Russian President Vladimir Putin. (Sergei Karpukhin/Reuters) A statement from the body, the Investigative Committee — which answers to President Vladimir Putin directly — didn't address the possibility seen as likely by many of Nemtsov's supporters: that he was killed for being one of Putin's most adamant and visible critics.

His killing came just a few hours after a radio interview in which he denounced Putin's "mad, aggressive" policies and the day before he was to help lead a rally protesting Russia's actions in Ukraine and the economic crisis at home.

In recent years, Nemtsov has been identified by Kremlin propaganda as among the leaders of a "fifth column," painted as a traitor serving the interests of a hostile West.

​Nemtsov was also working on a report presenting evidence that he believed proved Russia's direct involvement in the separatist rebellion in Ukraine. Moscow denies backing the rebels with troops and sophisticated weapons.

A 'provocation' against the state

The Investigative Committee said it was looking into whether Nemtsov had been killed as a "sacrificial victim for those who do not shun any method for achieving their political goals," a suggestion echoing the comments by Putin's spokesman and other Russian politicians that the attack was a "provocation" against the state.

Medics carry the body of Nemtsov, who was shot four times in the back while walking a bridge near the Kremlin. (Maxim Shemetov/Reuters) It also said it was considering whether there was "personal enmity" toward him in his domestic life. State-controlled TV and Kremlin-friendly media outlets on Saturday gave considerable attention to Nemtsov's companion, identifying her as a Ukrainian model 30 years his junior and showing photos of her in alluring poses. The Investigative Committee said the pair were headed for Nemtsov's apartment.

The statement also said it was investigating whether the killing was connected to the Ukraine conflict, where Russia-backed separatists have been fighting Ukrainian forces since last April, or whether there was a connection to Islamic extremism.

'They won't stop us'

A former deputy prime minister who had feared Putin wanted him dead, Nemtsov was the most prominent opposition figure killed in Putin's 15-year rule. At one time he had been widely seen as the man most likely to succeed Yeltsin as president.

He was also one of the leaders of the rallies in the winter of 2011-12 that became the biggest protests against Putin since he first rose to power in 2000.

Nemtsov was detained by Russian police on multiple occasions. Here he is seen surrounded by riot police during a demonstration in 2011. (Kirill Kudryavtsev/AFP/Getty Images) In an interview with the Sobesednik newspaper, Nemtsov said earlier this month that his 86-year old mother was afraid that Putin could have him killed. Asked if he had such fears himself, he responded: "If I were afraid, I wouldn't have led an opposition party."

Nemtsov's killing focused attention on the tough treatment of opponents in Putin's third term, during which several leading critics have been jailed or have fled Russia following mass rallies against the former KGB spy three years ago.

Russian opposition leader was gunned down on a Moscow bridge late Friday night 2:52

His death hit other members of the opposition hard.

"People are afraid to support our movement. Opposition activists receive threats every day and Boris was no exception. But they won't stop us," said opposition activist Mark Galperin.

'Lawlessness'

Through the morning, hundreds of people came to the site of Nemtsov's death to lay flowers. One Moscow resident, identified only as Vera, said she was shocked at hearing news of the killing.

"There is lawlessness that is spreading in our country," she told Reuters Sunday. "I myself lost two young people in the 1990s. And now — you see, near the Kremlin walls. It is lawlessness, a nightmare. Nightmare, nightmare, nightmare. I didn't sleep all night, I don't know how one can live in this type of country. Even though I didn't like him much — maybe didn't know something — but now I'm in shock, I'm in shock."

Another man who brought flowers to the makeshift memorial site, who gave his name as Alexander, said the shooting appears intended as a message to others.

Scores of people have visited the site of Nemtsov's murder to lay flowers and mourn with fellow opposition supporters. (Sergei Karpukhin/Reuters) "Because, for me it is a symbol of a person who was fighting against the current regime, who was always honest and I see this as an action aimed at terrorizing people," he said. "I want to say that we are not afraid. I think we need to pay our respect to him. It's just the beginning, and the least I can do is at least bring some flowers."

Western leaders have strongly condemned the murder, and called for an immediate and transparent investigation.

Prime Minister Stephen Harper released a statement late Friday, calling the murder a "shameful act of violence."

"Mr. Nemtsov will be remembered as a fearless advocate of democracy, human rights and the rule of law in Russia. A leader unafraid to voice essential truths, even in the face of violent intimidation, he was also a prominent opponent of Russia’s aggression in Ukraine and the illegal occupation of Crimea," he said in the statement.