Viktor Fayzulin's first-half goal and Roman Shirokov's 78th-minute penalty sunk Michael O'Neill's team.
And the loss to Fabio Capello's strong outfit, which was always going to be a tough first fixture, means Northern Ireland are already under pressure as they prepare to host Luxembourg on Tuesday in Belfast.
The visitors set-up to steal a point and for half-an-hour looked as though they might, only for Fayzulin to break the deadlock with a smart finish from eight yards.
Russia's second came from a hotly-disputed penalty, Shirokov coolly converting after left-back Craig Cathcart had been harshly treated by the referee.
Northern Ireland boss O'Neill made a couple of big calls in his team selection, handing 34-year-old goalkeeper Roy Carroll a first competitive start for six years - and confirming the demotion of previous number one Lee Camp in the process.
He also opted to leave Dean Shiels on the bench in favour of Jamie Ward despite man-of-the-match performances in his last two appearances.
Northern Ireland started, as expected, by packing the midfield area and leaving Kyle Lafferty to forage for long balls in attack.
Chris Brunt was the notional support man but the Sion striker looked content with his solo task and dispossessed Vasily Berezutsky in the final third after only four minutes.
He was unable to pick out Ward with the cross but it raised the spirits of a travelling contingent numbering around 200.
Alexander Kerzhakov, whose pre-match assessment of Northern Ireland caused a minor stir, had the first shot of the match soon but could not test Carroll from the edge of the area.
Russia came again and a neat first touch from Alan Dzagoev gave Kerzhakov a second chance but this time he made a poor connection.
The ball continued to follow the Zenit St Petersburg forward and in the 18th minute he had his best chance yet.
Vladimir Bystrov touched the ball on to leave him eight yards from goal with the defence wrong-footed. But instead of striking early he took an extra touch and still managed to screw the shot wide.
The visitors responded with a hard-earned corner which Gareth McAuley nodded just off target.
The home side were having the lion's share of the ball but were let down too often by poor final passes. McAuley, meanwhile, was putting in a tireless shift of clearances and interceptions.
Yet after half an hour Russia broke the deadlock.
Bystrov unlocked the defence with a carefully-weighted pass, Kerzhakov centred the ball from the edge of the penalty box and the onrushing Fayzulin sent a first-time effort into the top corner.
Shirokov almost put Russia two in front four minutes later only for Carroll to save well with his feet at the near post.
By now Russia were controlling possession with calmer heads, the goal having settled them.
Northern Ireland had further cause for concern on the stroke of half-time when Jonny Evans appeared to injure himself volleying a dead ball into the stands.
The Manchester United defender emerged after half-time, ruling out any serious injury concern, but did not appear to moving with complete comfort.
The second half began in flat fashion, briefly brought to life when Berezutsky headed Dmitry Kombarov's 54th-minute corner just wide of the far post.
Northern Ireland were struggling for a foothold in the game, with Lafferty increasingly isolated and visibly frustrated.
Bystrov almost enticed a penalty out of Cathcart when he surged into the box from the right flank but instead opted to stay on his feet and look for Kerzhakov.
Evans was alert to the danger and beat his man to the ball.
With an hour gone neither side appeared desperate to shift the momentum of the game, with Northern Ireland seemingly content to leave their pursuit of an equaliser to the last minute.
For their part, Russia were struggling to create any meaningful attacks.
Bystrov injected some life into proceedings with a jinking run towards goal, ended when Corry Evans tripped him a yard outside the area.
That gave Kerzhakov the chance to try his luck from an inviting position and he was close to doubling the lead, crashing his shot against the post.
With just under quarter of an hour left Russia were awarded the softest of penalties, Alexander Kokorin going down under minimal contact from Cathcart.
Northern Ireland were furious, not least when Cathcart was booked, but that did not stop Shirokov rolling home the spot-kick.
Northern Ireland were rightly denied a penalty of their own in the closing moments when McAuley called for handball, more in hope than expectation.
Andy Little and, belatedly, Shiels were summoned from the bench but the Rangers pair had no real chance to affect the game.