The search effort, which was conducted on Russia's request, involved more than 20 policemen, France Press reports with reference to the Swiss interior ministry.
"Important documents" were reportedly seized during the search.
The Swiss police press service reports that Russia's law enforcement agencies suspect that Yukos transferred the money it earned through illegal schemes to Swiss companies or Swiss bank accounts.
The names of the searched companies were not disclosed.
The relevant documents and information will be handed over to Russia's law enforcement bodies.