Russian Navy earlier said that the Neustrashimy would ensure the safety of Russian vessels passing through the area against pirate attacks.
Last week, Somali Ambassador to Russia Mohamed Handule said Somali President, Abdullahi Yusuf Ahmed, had authorised Russia's military to fight pirates both off Somalia's coast and on land.
Pirates are increasingly active in the waters off Somalia, which has no effective government and no navy to police its coastline.
The International Maritime Bureau said more than 30 incidents of sea piracy were registered in the region in 2007. More than 30 attacks have been committed so far this year off the coast of the east African nation.
Somali pirates recently hijacked a Ukrainian ship, MV Faina, carrying at least 33 tanks and other heavy weaponry. Six US warships are currently surrounding the Faina.