Lusaka has asked Moscow “to urgently provide information on the circumstances” surrounding Lemekhani Nyirenda’s death.
The 23-year-old, a student at the Moscow Engineering Physics Institute, had been serving nine years in jail for a drug offence.
His family has unanswered questions and wants to identify the body in Russia.
Mr Nyirenda died in September but Russia has only just informed Zambia’s government.
The Zambian embassy in Russia established that Mr Nyirenda’s body had since been transported to the Russian southern border town of Rostov-on-Don in readiness for repatriation to Zambia, Zambia’s Foreign Affairs Minister Stanley Kakubo said on Monday.
“As minister, I have been personally in touch, and will maintain contact with the family of the deceased in order to provide an update on more details surrounding their loved one’s death,” Mr Kakubo commented.
The student was working as a part-time courier when an unknown person handed him a package containing drugs, his father Edwin Nyirenda told Reuters news agency.
The father also said “we don’t know” who conscripted his son from prison, and added that the family only “received a message from a man we do not know in Russia who told us that there was a will, which our son left, and we should travel to Russia”.
Zambia has traditionally sent students to Russia to study on scholarships, as was the case with Mr Nyirenda.
The circumstances of his release from prison are unknown, but Russia has offered freedom to some prisoners in exchange for fighting in its war in Ukraine.
Zambia has taken a neutral position on the Russia-Ukraine war, as many other African countries have, but says it condemns any form of war.