"As a result o fan investigation, the Federal Security Service thwarted a terror act in the Saratov Region plotted by members of a clandestine terrorist cell," the FSB said.
According to the statement, the criminals opened fire when the security forces tried to stop their car on Sunday. They were killed in retaliatory fire.
Guns, a hand grenade and homemade explosive device have been found at the incident site, the FSB added.
Earlier in December, Russian Federal Security Service detained in Moscow nine members of the so-called migrant help center over issuing documents for terrorists' supporters and illegal migrants.
In early January, Russian security service neutralized a Daesh* member, who plotted a terrorist attack on the presidential election day in the city of Nizhny Novgorod.
*Daesh (also known as ISIS/ISIL/IS) is a terrorist group banned in Russia