MOSCOW—The head of the GRU, the Russian spy agency that Western officials hold responsible for a raft of nefarious activities, including meddling in the 2016 U.S. presidential elections, died earlier this week, the country’s Ministry of Defense said Thursday.

Igor Korobov, 62 years old, had headed the military intelligence agency since 2016 and died after a “a serious and prolonged illness,” according to a statement issued by the Russian Defense Ministry. The agency praised him as being “a true son of Russia” and “a patriot...