The divers were planning to dive to a depth of 90 meters (295 feet), according to a fourth member of the group, who decided not to dive as deep.
"Safety guidelines were not followed, including Egyptian law, which categorically prohibits diving to depths of more than 40 meters (131 feet)," Sergei Gashev, a diving instructor said.
A search of the area is currently underway to try and trace the missing Russians.
In January, one Dutch and three Russian tourists went missing after diving to a depth of 50 meters (164 feet) with an Egyptian instructor in the Red Sea resort of Marsa Alam. Following a search, one of the Russian divers, Alexander Lukyanchenko, was found alive 15 km (over 9 miles) from the site, and was later hospitalized. He said he did not know what had happened to the other divers.
Every year around 1.2 million tourists travel to Egypt on holiday. The Red Sea is popular with divers from around the world, after a number of incidents, the government tightened controls over dive centers.
