"All geckos, unfortunately, died. The date and conditions of their deaths will be determined by specialists," it added.
It is unclear what they died of, or whether the intrepid geckos ever mated in space.
"Their tiny, partially mummified bodies were found within their enclosure aboard the small Foton-M4 spacecraft at the conclusion of their mission," the statement said.
The Russian satellite Foton-M4 was launched into space July 19 with four female geckos and one male gecko, along with fruit flies, mushrooms and scientific equipments.
It later lost contact with earth. Communication was restored within a few days.
The experiment was part of biology experiments by Russia's Institute of Medico-Biological Problems on the effects of weightlessness on mating.
The space agency is likely to appoint an emergency commission to determine the animals' cause of death.