Fyodor Smolov and Aleksei Miranchuk each scored a goal for the home side, and South Korean defender Kim Ju-young committed two own goals in the second half at the VEB Arena in the Russian capital.
Defender Kwon Kyung-won and foward Ji Dong-won had a goal apiece for the visitors late in the match, though these weren't nearly enough.
Russia, the 2018 FIFA World Cup hosts, beat South Korea for the first time in their three meetings. South Korea, ranked 51st, had a win and a draw in the two previous games against 64th-ranked Russia.
This was South Korea's first international match since they qualified for the 2018 World Cup last month. The team will travel to Switzerland to take on Morocco in another friendly next Tuesday.
The loss left South Korea with one win, three draws and three losses in 2017 and just five goals scored in those seven matches.
South Korea built an entire squad with players based in foreign leagues for the first time. Head coach Shin Tae-yong chose not to call up players from the domestic K League Classic since their clubs are in the final stretch of the season. Also, local clubs had agreed to release their players earlier than scheduled for South Korea's last two World Cup qualifiers in August and September, and Shin accommodated the clubs' needs this month.
Some of the Europe-based stars led the attack early on.
Tottenham Hotspur's Son Heung-min took a free kick in the 17th minute that bounced right into goalkeeper Igor Akinfeev. In the very next minute, the winger fed Dijon FCO midfielder Kwon Chang-hoon with a nifty through ball inside the box, only to see Kwon's low shot roll just wide of the left post.
Russia grew sharper as the match wore on, and began to play with more authority on the offense with crisp passes. In the 25th minute, striker Aleksandr Kokorin took advantage of a South Korean defensive breakdown to fire a hard shot that barely went off target.
Four minutes later, Kokorin misfired on a wide-open volley after South Korean defender Kwon Kyung-won, in his first international match, lost control of the ball deep in his own zone.
South Korea fought back on the other end, as Kwon Chang-hoon sent Son on a breakaway on the left wing. Akinfeev was there to deny Son once again, diving to punch a hard shot out of harm's way in the 33rd.
Russia drew first blood just before the first-half whistle.
With Aleksandr Samedov taking the corner kick, Smolov caught the South Koreans napping as he snuck behind the wall of defenders for a wide-open header.
South Korea came out firing in the second half, with Koo Ja-cheol taking a couple of shots on goal within the first five minutes.
But then some unlucky bounces did the visitors in.
In the 55th minute, Kokorin got a piece of a corner kick with his head, and the ball went in off defender Kim Ju-young, who was trailing another Russian player toward the net.
Less than two minutes later, Kim, defensive back with Chinese club Hebei China Fortune, found himself in the wrong spot at the wrong time again. Flying down the left flank on the break, Aleksandr Erokhin tried to make a pass toward the middle, and the ball instead deflected off Kim's leg and rolled into the open corner of the net. South Korean goalkeeper Kim Seung-gyu, a picture of exasperation, helplessly watched the ball go past him.
Kim Ju-young didn't have a goal in his first nine international matches prior to Saturday.
South Korea tried to muster some offense, but Kwon Chang-hoon was turned aside by Akinfeev from close range in the 68th minute after dribbling his way in on the Russian goalie.
A pair of second-half substitutes connected for Russia's fourth goal in the 83rd. Anton Zabolotny got off a shot from the top of the box and forced Kim Seung-gyu to make a tough save, and Aleksei Miranchuk walked in alone to knock home a juicy rebound.
Kwon Kyung-won atoned for some early defensive miscues with a header in the 86th, and Ji Dong-won made it 4-2 just moments before the whistle.
This was third match for Shin, who took over from Uli Stielike in July. He managed South Korea to back-to-back scoreless draws against Iran and Uzbekistan to close out the final Asian World Cup qualification round. Those results, as lackluster as they were, still put South Korea into their ninth consecutive World Cup, but weren't nearly good enough to assuage the frustrated fan base thirsty for more from the Taeguk Warriors.
And South Korea missed an opportunity to win back the hearts of the fans with this friendly in Russia. (Yonhap)