The UN human rights agency on Tuesday urged Russian authorities to bring the killer of prominent journalist Khadzhimurad Kamalov to justice, warning of the murder's "chilling" effect on media.

The founder of the Dagestan weekly newspaper Chernovik, known for its fearless criticism of local authorities, was gunned down as he left the publisher's office in the city of Makhachkala on Friday.

"Kamalov had reported extensively on alleged abuses by the police and other human rights violations in Dagestan and his murder sends a chilling message to journalists seeking to cover such issues," said Rupert Colville, spokesman for the Office of the High Commissioner for Human Rights (OHCHR).

"We call on the Russian authorities to conduct a thorough, transparent and independent investigation into Kamalov's killing and to bring the perpetrators to justice promptly."

Kalamov was known in particular for his criticism of the Dagestan interior ministry and had carried out investigations of unsolved "disappearances" of people blamed on criminal groups.

The troubled region is fighting an insurgency by militants seeking to establish an Islamic state across the Russian Caucasus.

Several of the Chernovik newspaper's staff risked jail earlier this year after being charged with inciting hate against the security forces after criticising their tactics against Islamist militants. They were later acquitted.