MOSCOW (AFP) -- Thousands of Russians marched through central Moscow on Sunday in memory of slain opposition leader Boris Nemtsov, two years after he was shot dead near the Kremlin.

The assassination of the former deputy prime minister on February 27, 2015 was the highest-profile killing of a critic of President Vladimir Putin since the ex-KGB officer took charge in 2000.

Five Chechen men from Russia's volatile North Caucasus are currently on trial for carrying out a contract hit, but those who ordered the killing have not been brought to justice.

"We came to pay tribute to the honesty and bravery of Boris Nemtsov," pensioner Galina Zolina told AFP, clutching a bunch of red carnations.

"We want to show the authorities that we haven't forgotten."

Charismatic Nemtsov -- who went from Kremlin insider under Boris Yeltsin to one of Putin's fiercest foes -- was hit in the back by four fatal shots as he walked home across a bridge by the Kremlin with his girlfriend.

The march Sunday was permitted by the authorities but not allowed to include a makeshift memorial officials have repeatedly sought to dismantle at the spot Nemstov was killed.

Some 15,000 demonstrators, organisers and AFP estimated, surrounded by a heavy police presence waved Russian flags and posters criticising the Kremlin and Moscow's intervention in Ukraine, which Nemtsov had fiercely opposed right up to his death.

"The march can maybe get the attention of the authorities," said unemployed biologist Alexei Kuznetsov.

"It might be able to influence the investigation, show that the case resonates in society even if the authorities try to ignore it."

Last October five men -- including a member of an elite interior ministry unit in Chechnya -- went on trial in a military court in Moscow for carrying out the contract killing for 15 million rubles (currently $250,000, 240,000 euros). 

But despite claims from officials that the case has been solved Nemtsov's family and allies insist that the probe into his death has left the masterminds untouched.

They insist he was killed to stop his political activities and the murder trail leads to those close to Chechnya's Kremlin-loyal strongman Ramzan Kadyrov.

"The investigation stopped at the level of those who carried out the murder but nothing has been done to find those who ordered it," Vadim Prokhorov, the lawyer for Nemtsov's family, told AFP.

Nemtsov's slaying sent a chill through Russia's marginalised opposition, which has already been sidelined under Putin's authoritarian rule. 

The march -- which was accompanied by events in other Russian cities -- came as authorities released prominent activist Ildar Dadin from jail in Siberia.

Dadin, who spent 15 months behind bars, was the only person to be convicted under a controversial law against public protests that has helped snuff out demonstrations against the Kremlin.