Russia's foreign minister called it "outrageous."
In Baku, hopes were expressed that the incident would not damage Russian-Azerbaijani relations.
The issue? Allegations of vote theft at the 2013 Eurovision Song Contest.
Azerbaijani officials are investigating why Azerbaijan gave Russia’s song entry zero points at this year's final, held in Malmo, Sweden, on May 18.
The probe was launched after it emerged that Azerbaijani viewers voting by text message and phone put the Russian entry, Dina Garipova, in second place. That should have secured her 10 points from Baku.
But when the Azerbaijani vote was announced on television, it awarded Russia no points.
At a news conference in Moscow on May 21, Azerbaijani Foreign Minister Elmar Mammadyarov and his Russian counterpart, Sergei Lavrov, said their countries will investigate the possible violations.
Mammadyarov indicated that Azerbaijan’s public television broadcaster needs to clarify the situation due to the responsibility it bears as the main partner of the European Broadcasting Union, which holds the contest.
"According to the data from all three mobile-phone operators -- and there are three of them in Azerbaijan -- Russia's [representative] was consistently voted in second," he said. "Where have those votes gone? How have they disappeared?"
Lavrov said that a response would be forthcoming to the "outrageous" incident.
"Certainly, there is nothing to be happy about knowing that we -- or rather our participant [in Eurovision] -- has been robbed of 10 points."
Camil Guliyev, the head of Azerbaijan’s state broadcaster, said in a statement that he hopes the incident "possibly initiated by certain interest groups, will not cast a shadow over the brotherly relations of the Russian and Azerbaijani peoples."
Eurovision viewers from all participating countries vote by phone or text message. Television broadcasters then announce the votes live at the end of the contest, after collecting them from national phone operators.
Russia awarded Azerbaijan’s representative, Farid Mammadov, the maximum 12 points. Mammadov’s ballad, "Hold Me," finished second in the competition after Denmark’s "Only Teardrops."
Ten points from Azerbaijan still wouldn't have been enough to secure a top spot for Garipova, whose "What If" gave Russia a fifth-place finish.
Still, the "missing points" scandal has shone a spotlight on the contest's highly controversial voting system, whereby countries often seem to award points to song entries based on geopolitics.
Azerbaijan hosted the Eurovision Song Contest in 2012 amid criticism
of its poor human rights record as well as corruption scandals surrounding the construction of Baku's Eurovision arena and the demolition of houses in preparation for the contest.
Despite attempts to maintain good relations, there have been tensions in the past between Russia and Azerbaijan over issues such as weapons transfers and oil and gas pipelines.
-- Deana Kjuka