Artur Sardaryan was killed on May 25, but his death was only announced today.
A spokeswoman for the Moscow region prosecutor's office says the group approached Sardaryan as he sat on a regional commuter train and stabbed him for no apparent reason.
A lawyer representing the family, Simon Tsaturyan, quotes eyewitnesses as saying the attackers shouted "Glory to Russia!"
Prosecutors have launched a hate-crime investigation.
The killing is the latest in a series of attacks on foreigners and immigrants from the Caucasus and Central Asia in Moscow and throughout Russia.
(compiled from agency reports)