It is not clear how many Russia-based users the app has.
Tencent reportedly said that it was aware of the status of its WeChat app in Russia and was communicating with Russian authorities on the issue.
"We're experiencing a block and we're deeply sorry", a Tencent official said on a company microblog.
According to Roskomnadzor, the banned messaging services failed to comply with Russia's data privacy law, which requires all companies processing personal data of Russian citizens to store such information on servers within the country's borders for half of the year.
Chinese internet giant Tencent said Saturday its messaging app WeChat had been blocked in Russian Federation, adding it was in touch with authorities to resolve the issue.
Earlier on Tuesday, Roskomnadzor, officially known as the Federal Service for Supervision in the Sphere of Telecom, Information Technologies and Mass Communications, blocked BlackBerry Messenger, Line and Vchat but did not provide details.
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Last year, Russia blocked U.S. social networking site LinkedIn, owned by Microsoft, for violating a law that requires data on Russian citizens to be stored on Russian servers.
China also has strict internet regulations.
Tencent says it has around 900-million users worldwide.
Access has been restricted since May 4, according to information posted on the Russian regulator's website.
Sanctions are stipulated for failure to discharge the various responsibilities of organisers of information distribution on the internet, the newspaper said.