The game, which took place in the 30,000-capacity Cherkizovo stadium, was sold out, with tickets before the match going for up to five times face value.
"There were hardly any of us here," a fan told the Russian sports daily. "Five years ago, two thousand fans made the journey over."
The 2003 encounter in Moscow saw the two sides clash in the first leg of a Euro 2004 play off match. The first leg ended 0-0, and Russia won the return in Cardiff 1-0.
"It is probably down to the fact that they all know that Moscow is one of the most expensive cities in the world," the unnamed fan went on.
Apart from Wales, Russia face Germany, Azerbaijan, Finland, and Lichtenstein in their Group Four qualifying group. The side's next match is away to Germany on October 11. They then follow this with a home game against Finland on October 15.
Finland drew 3-3 in Helsinki with Germany on Wednesday.
There are nine groups in total in the European zone. The first placed team in each group earns an automatic place at the 2010 World Cup, while the best eight second-placed teams will play off against each other. The 2010 World Cup is to take place in South Africa, the first time the competition has been awarded to an African country.
