HONG KONG — Xue Qiulian has been a die-hard fan of Argentina’s national soccer team since his junior high school days in Guangzhou, a southern Chinese megacity. But his dream of seeing the team play live was always out of reach — until this year, when he could finally afford to attend the World Cup, in Russia.

In March, when Mr. Xue, 30, tried to purchase a ticket to Argentina’s World Cup match last week against Iceland, he found that official ticket agents were all sold out. Desperate to see the match, he bought a ticket through a Beijing agency, which he had found by way of an Argentina fans’ group on WeChat, a Chinese social media platform.

The catch? He paid $620, roughly four times the face value. “Just let me get to Russia to see Messi,” he recalled thinking when he made the purchase, referring to Argentina’s star striker, Lionel Messi.

But Mr. Xue turned out to be one of possibly thousands of Chinese fans whose World Cup tickets never materialized. The Chinese government now says they were victims of a ticketing swindle orchestrated by a Moscow company called Anzhi, which shares a name with a Russian Premier League football club in the southern region of Dagestan.