"Dubai police representatives say all persons who were detained in connection with Yamadayev's killing have been freed," Sergei Krasnogor said.
Yamadayev, who commanded Russia's elite Vostok battalion based in Chechnya but answering directly to the federal Defense Ministry, was reportedly shot early on Saturday by a lone gunman in the underground parking lot of the Dubai apartment building where he lived.
Earlier Russia's Consulate General told RIA Novosti that at least seven people had been detained in connection with the murder, all of whom had Slavic surnames.
Yamadayev was officially dismissed as Vostok commander last August over alleged involvement in the 1998 abduction and murder of a Chechen businessman. The battalion was later disbanded.
The killing of Yamadayev is the sixth in a series of killings of Chechen exiles in the past year.
Sulim's brother, Ruslan Yamadayev, a former member of the Russian parliament's lower house, was gunned down in central Moscow last September. He was a prominent opponent of Chechen President Ramzan Kadyrov, who has denied any involvement in the killing.
