The commission of investigation said the victim, owner of large meat processing factories, was in the sauna with his wife when the attack occurred.
The commission did not name the man – but state media identified him as Vladimir Marugov, citing ex-wife Tatyana Marugova, who confirmed his death.
“Some men wearing masks went into the bathroom … tied up the owner of the house and his spouse, and then asked for money,” the Investigative Commission’s statement said.
Marugov’s wife managed to escape through a window and called police, investigators said.
The Investigative Commission has opened a criminal investigation, according to the announcement published on its official website.
Late on Monday, state news agency RIA Novosti reported that a suspect had been arrested for questioning.