Yamadayev was shot by a lone gunman in the underground car park of the Dubai apartment block where he lived early last Saturday.
Maj. Gen. Dahi Khalfan Tamim said in an interview with The National daily that "the murder was organized by a criminal group that has foreign links."
The high ranking police official added that "four or five people have been detained" on suspicion of the murder, and that one of them is a Russian national.
Earlier in the day Russia's Consulate General told RIA Novosti that at least seven people were detained in connection with the murder, all of whom had Slavic surnames.
"The suspects are all currently at the Prosecutor General's Office in Dubai," Sergei Krasnogor said.
A spokesman from the Russian Foreign Ministry, Andrei Nesterenko, said on Tuesday that the ministry would follow the murder investigation carefully through the consulate office in Dubai, and that Yamadayev was "not just a Russian citizen, but also a Hero of Russia."
Yamadayev was officially dismissed from his post as commander of the Defense Ministry's Vostok battalion last August over alleged involvement in the 1998 abduction and murder of a Chechen businessman.
The killing of Yamadayev is the fourth in a series of assassinations of Chechen exiles in the past six months.
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.
Umar Israilov, who was seeking political asylum in Austria, was gunned down in Vienna on January 13 by two men. And a month later Ali Osayev, who had fled to Istanbul six years ago after the second Chechen war, was shot three times in the head near his home in the city.
The murder of Osayev followed last year's slaying of two other Chechen militants, Islam Janibekov and Gadji Edilsultanov, who were murdered in separate incidents in Istanbul. Both deaths were linked to disputes over financial assistance for Chechen separatists.
