Russia's defence ministry said on Monday around 500 Russian motorised infantry troops from Russia's base in Tajikistan were carrying out military drills near the Afghanistan border, the Interfax news agency reported.
The ministry said test firing from a S-300 air defence system in a simulated attack on the base was also undertaken as part of the exercise.
This is for the third time this month that Russia has carried out a military exercise close to the Afghanistan border.
Russian defence minister Sergei Shoigu said on Saturday Moscow would work more closely with the Collective Security Treaty Organization (CSTO), an alliance of six former Soviet states, as withdrawal of U.S. forces from Afghanistan raises regional security risks.
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While Russia has welcomed the U.S. exit from Afghanistan it has also created a security problem for Moscow, as it fears that an ascendant Taliban poses a danger of radical Islam spreading across adjoin Central Asian Republics.
Next month, the CSTO will hold another exercise in Kyrgyzstan where Russia has another military airbase.
"We're in close contact with CSTO members over Afghanistan. That's why our interaction within CSTO should be strengthened," Shoigu was quoted as saying by the RIA news agency.
Meanwhile, Russia's embassy remains operational in Kabul after Western diplomats shifted to the airport following the Taliban takeover of the capital on Aug. 15.
President Vladimir Putin's special representative on Afghanistan, Zamir Kabulov, said on Monday the embassy was working to establish relations with the Taliban.
Russia was ready to help rebuild Afghanistan's economy and Western nations should not freeze the Afghan government's financial assets.