Ruslan Yamadayev, a former member of the Russian parliament's lower house, the State Duma, was gunned down in central Moscow on Wednesday.
"We had no blood feud enemies. We have enemies, like [Chechen President] Ramzan [Kadyrov] has, and like federal servicemen have. These enemies are Wahhabis," Sulim Yamadayev told leading Russian business daily Kommersant.
"We did not deal with any transportation, sale, or production of oil and had no relation to it," he also said, adding that his brother had no business in Moscow. "All our business is located in Chechnya."
On September 24, Ruslan was driving his Mercedes car in downtown Moscow when he was attacked by unknown gunmen at 5:20 pm Moscow time (13:20 GMT). The attackers shot his car and then fled the scene in an Audi 80 car.
The former commandant of Chechnya Lt. Gen. Sergei Kizyun, who was riding in the car with Yamadayev, was seriously wounded and taken to a hospital.
Police said it was obviously a contract killing as the perpetrators knew who was in the car, which they followed for some time before carrying out the attack.
The Russian Prosecutor General's Office has launched a criminal case on charges of murder and attempted murder.