Alleged arms dealer Viktor Bout is on his way to the United States from Thailand after being extradited to face charges of conspiring to sell weapons.
The Russian national was flown out of Bangkok after the Thai cabinet backed the US extradition request after months of legal wrangling.
Mr Bout was arrested in Bangkok in 2008 after allegedly trying to sell weapons to agents posing as Colombian rebels.
Russia's foreign minister has called the extradition a "glaring injustice".
Sergei Lavrov reiterated Russia's belief that the US pursuit of Mr Bout was politically motivated, and said Russia would use all legal means to support him.
Mr Bout, who is 43, allegedly spent more than 15 years running guns to African warlords and Islamic militants.
He was dubbed the Merchant of Death by a British politician.
But he denies being, or ever having been, an arms dealer - and Moscow also insists he is innocent.
If convicted, he faces a maximum penalty of life in prison.
Mr Bout was flown out of Bangkok on a charter flight hours after Prime Minister Abhisit Vejjajiva said the Thai cabinet had backed an appeal court ruling which cleared the way for his extradition.
Dozens of police officers watched over the operation as Mr Bout was transferred from a maximum-security prison to the airport.
His wife, Alla Bout, who has been a frequently tearful figure at Mr Bout's court hearings over more than two years of detention since he was arrested, appeared outside the prison in an apparent attempt to see her husband before he left - but she was too late.
Mr Abhisit has faced a difficult dilemma over Mr Bout's case, says the BBC's Vaudine England in Bangkok - whether to co-operate with long-standing ally the United States or to appease Russia, which has a growing tourist and business presence in Thailand.
The courts went back and forth, promising and then delaying the extradition.
A Thai court ruled in August that the extradition should go ahead within three months.
The US even sent a plane to pick him up - but that move proved to be over-confident, our correspondent says.
The courts delayed the extradition again, saying that other charges of money laundering and fraud, earlier laid by US prosecutors, had to be examined.
In October, the court decided to drop those charges, clearing the way for extradition.
But Moscow has been demanding his release, saying that Mr Bout is an innocent businessman and criticising the extradition moves as politically motivated.
"It is deeply regrettable that the Thai authorities have yielded to political pressure from outside and carried out this illegal extradition," Russia's Foreign Ministry said in a statement on Tuesday.
Both Mr Bout's wife and the Russian embassy have expressed surprise at the sudden nature of Mr Bout's removal.
"Nobody knew about this [the extradition], neither I nor the lawyer," she told Russia's Rossiya Television.
"I came to the prison but Viktor was no longer there. This is clearly a decision that has been lobbied for by the US and taken under US pressure because only several days remained till Viktor's term was up and, under the law, he was supposed to be freed because from the legal point of view, from the point of view of legality, we had every ground to win this case."
In remarks quoted by Russian news agency Interfax, Mr Bout's attorney Viktor Burobin alleged the extradition was illegal "because the Thai court never reviewed the second US extradition request".
A Russian embassy official told the BBC that the Russian consul had also been unable to see Mr Bout.
Mr Bout, a former Russian air force officer, is thought to have knowledge of Russia's military and intelligence operations.
Diplomats fear the revelations Mr Bout might make in open court, our correspondent says.