The government decree issued on Thursday said the restrictions would be temporary but did not give a date for them ending.
The move was expected to lead to increased fuel prices in the world market.
Russia's exports of diesel fuel are estimated at about 9,00,000 barrels a day and the country has exported 60,000-1,00,000 barrels of gasoline daily, state news agency Tass reported.
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Tass said domestic fuel prices dropped by about 4 per cent after the ban was announced.
The ban will not apply to other countries in the Moscow-led Eurasian Economic Union trading bloc — Armenia, Belarus, Kyrgyzstan and Kazakhstan.