Chechen rebel leader Doku Umarov has claimed responsibility for Monday's suicide bombings in the Moscow subway system.
Umarov, who leads Islamist militants in Chechnya and nearby regions of Russia's North Caucasus, says he personally ordered the attacks.
In a video posted on the Islamist rebels' unofficial Web site Wednesday, Umarov says the twin bombings were retaliation for Russian security forces killing civilians in the Caucasus.
One of the metro stations bombed was just meters away from the headquarters of Russia's Federal Security Service, the FSB. The bombings killed 39 people.
The Chechen rebel leader said attacks on Russia will continue.
Earlier Wednesday, two suicide bombers struck in Russia's southern republic of Dagestan, killing at least 12 people.
The blasts occurred in the town of Kizlyar, near Dagestan's border with Chechnya. At least nine police officers were among the dead, including the town's police chief.
Dagestan's interior minister says the first suicide bomber detonated explosives when traffic police tried to stop the car he was in. A second bomber dressed in a police uniform set off the other blast as police and residents gathered around the scene of the car bombing. At least 23 people were wounded.
Russian Prime Minister Vladimir Putin has said a single terrorist group may be behind both the Moscow and Dagestan attacks.
Authorities say the Moscow attacks were carried out by two women linked to Islamist insurgents in the restive southern republics.
Last month, Chechen rebel leader Umarov vowed to take the Islamist battle to Russia's cities.
The head of Russia's Security Council, Nikolai Patrushev, was quoted as telling the Russian Kommersant newspaper that Russia is also investigating possible Georgian involvement in the metro bombings. He said Russia has information that agents of Georgia's special forces maintain contacts with terrorist groups in the North Caucasus.
Georgian officials criticized Russia for the statements. But Georgia's minister for reintegration, Temur Yakobashvili, said Wednesday that Georgia is ready to cooperate in any investigation.
Some information for this report was provided by AP and Reuters.