The body of the as-yet-unnamed woman was found in an apartment in Barcelona, where she had been living with her 27-year-old husband, Rafael, Spanish National Radio reported.
The suspect "called police at 5 a.m. to inform them of the killing," a spokesman for the local police said.
A forensic examination is ongoing. Neighbors described the couple as "quiet," adding that they had a small baby.
Last autumn, another Russian woman, Svetlana Orlova, was killed in the Spanish city of Alicante after she turned down a marriage proposal from her Spanish ex-boyfriend on a TV talk show.
Orlova was found dead with her throat cut on the doorstep to her home several days after the show. Her former lover, Ricardo Navarro, who had beaten her for years, was charged with her murder.
According to official statistics, 74 women were killed by their husbands or former lovers in Spain last year.