The Reuters news agency on Tuesday cited the Tages-Anzeiger newspaper as saying the pair were checked by Swiss police in the Alpine ski resort in August last year.
The Russians at the time produced diplomatic passports and left the country, the paper reported, as quoted by Reuters.
The report comes as Davos is hosting a gathering of global business and political leaders this week.
Reuters quoted a Swiss police spokeswoman as saying that two men with Russian diplomatic passports had been the subjects of a routine identity check in Davos in August, but no connection had been established between their visit and the World Economic Forum.
A spokesman for the Russian embassy in Bern, Switzerland, has dismissed the report, according to Reuters.
(gs)
Source: Reuters