Natalya Estemirova, of the Russian human rights group Memorial, was kidnapped outside her home in Grozny, Chechnya, Oleg Orlov said, citing eyewitness reports.
She was later found dead in the neighboring Russian republic of Ingushetia, said Orlov, the head of the organization's Moscow office.
Estemirova, 50, was a leading human rights activist in the North Caucasus area who had been openly criticizing Chechnya's authoritarian president, Ramzan Kadyrov, and his methods.
The Committee to Protect Journalists, in a written statement, demanded that the killing be thoroughly investigated immediately.
"As she uncovered massive, ongoing human rights violations in Chechnya by the federal and regional authorities, Estemirova was often at odds with Chechen authorities, according to her colleagues," the advocacy group said.
She won three international awards for human rights activities -- including the inaugural Anna Politkovskaya Award, named for the Russian investigative journalist who was herself murdered almost three years ago.