The 77-year-old spy chief was found dead of a gunshot wound in his flat in central Moscow on Friday, the Investigative Committee said.
“Preliminary examination showed that no one else was in the flat,” the police spokesman said.
Vladimir Markin, a spokesman for the Investigative Committee, said earlier that a commemorative pistol had been discovered next to Shebarshin’s body.
Shebarshin worked as the local head of Soviet intelligence in India and Iran. In 1988-91, he was the second to last director of the so-called First Intelligence Department.
On August 22, 1991 he headed the KGB for one day following the arrest of its director, Vladimir Kryuchkov, for his role in the failed coup against then-Soviet President Mikhail Gorbachev. Shebarshin left the KGB in September 1991.
Later, Shebarshin was founder and president of a private company, Russian National Service of Economic Security. He had held a seat on the board of Motovilikhinskiye Zavody, an arms maker, since 2005.