“I love Russia and want the best for her, so for me criticizing Putin is a very patriotic activity because these people are leading Russia to ruin,” Mr. Nemtsov said in an interview in 2011, republished Saturday on the Meduza news site. “Everybody who supports them in fact supports a regime that is destroying the country, and so they are the ones who hate Russia. And those who criticize this regime, those who fight against it, they are the patriots.”

In recent years, Mr. Nemtsov’s star had been eclipsed by Aleksei A. Navalny, the anticorruption blogger who played a leading role in the 2011 protests. But Mr. Nemtsov remained active and was a leading organizer of this weekend’s planned rally.

Mr. Nemtsov was organizing the rally in part because Mr. Navalny is currently serving a two-week jail sentence for handing out leaflets on the subway. The rally was also noteworthy because it was the first political action inside Russia specifically endorsed by Mikhail B. Khodorkovsky, the exiled former political prisoner, who had signed the petition for a parade permit.

The investigative committee of the prosecutor’s office said gunmen shot Mr. Nemtsov four times in the back as he walked over the bridge, and by accident or design theatrically placed his body on the wet asphalt with the Kremlin visible behind. No suspects have been reported to be in custody.

While such contract street killings were commonplace in Moscow in the 1990s, the violence had dwindled under Mr. Putin, making the killing of Mr. Nemtsov all the more shocking. He is by far the most prominent public figure to die in such a fashion, though just one in a string of murders of opponents of Mr. Putin, most notoriously the journalist Anna Politkovskaya, the human rights researcher Natalia Estemirova and the security service defector Aleksandr V. Litvinenko. And while low-level criminals have been detained in some cases, the investigations in Russia never traced back to those who ordered the murders.

The Interfax news agency cited an unnamed security service operative as saying the murder was a “provocation,” coming as it did just days before the opposition march.