Atlangeriyev, 54, who gained notoriety as a gang leader in 1990s, disappeared on January 31 near a restaurant in central Moscow. Two armed men seized him and forced him into their car, according to a security guard at a parking lot.
In early February, Moscow prosecutors opened a criminal case into the kidnapping, the paper said. No ransom demands have been received since the attack.
In recent years, Atlangeriyev had cooperated with Russian law enforcement authorities, including in a counterterrorist operation. In 2007, he was expelled from the U.K. on suspicion of a plot to murder fugitive tycoon Boris Berezovsky.
The newspaper said the kidnapping could be linked with the investigation into the 2006 murder of journalist Anna Politkovskaya. One of the suspects into her violent death is Khozh-Akhmed Nukhayev, a member of a criminal gang founded by Atlangeriyev.