Albanian police issued a statement Saturday saying the four were found asphyxiated in a hotel sauna in the village of Qerret late Friday.
Police did not give more details about the circumstances of the deaths, citing the ongoing investigation. They said the hotel’s entire staff has been questioned.
The Russian tourists, aged 31 to 60 years old, were part of a group that had been staying for a week at the five-star resort 31 miles west of Albania’s capital, Tirana.
Investigators think the people who died might be members of the same family because of their surnames.
Tourism has turned into a major industry in Albania, a tiny Western Balkan country with 300 miles of coastline.