Adam Aliev became Raina after a sex change operation in Moscow, and was killed several days after a `wedding` to a man called Viktor.
The killing took place after the 25-year-old`s father Alimshaikh Aliev had told a TV station: `Let him be killed, I don`t want to see him. Bring him here and kill him in front of my eyes.`
Raina had warned police about a murder threat, according to Russian media.
It was unclear where the killing took place but the victim`s body was `cut up` and unrecognisable to those who had known her.
The victim was from an ethnic Chechen family living in Dagestan, a Muslim region between the Caspian Sea and Chechnya in the Russian Trans-Caucasus, it was reported.
Following sex change surgery in Moscow around a month ago, a wedding ceremony was held and the murder took place several days later, according to reports.
The circumstances of the killing have not been disclosed.
`He was hated for his non-traditional sexual orientation and when he changed his sex he was damned and received threats,` stated Ren TV.
`The young man decided to change his sex because he wanted to marry the man he loved, Viktor from Karachaevo-Cherkessiya (another mainly Muslim region in southern Russia).`
The wedding `shocked` locals, reported Russian Dialog news site.
A female neighbour said the victim`s father `had a stroke` when he discovered about the sex change and wedding and issued a `purman`, inviting people to kill Raina.
`He cheated them, he went there to Moscow, had surgery and he turned from a boy to a girl,` said the neighbour.
`And now in Chechnya it is known too. His mother is saying "I don`t want to see him, I gave birth to a son, but what for? It is such a disgrace for the family".
`If the mother and father give a purman, it means they want him to be killed.`
A Dagestan Mufti was quoted by KP newspaper saying: `Changing sex is totally forbidden, because it means that a man will be a woman.
`It is totally forbidden in Islam. Changing sex is a protest against Allah.
`Such surgery can be performed only in one case: when a person was born as a hermaphrodite and must decided what sex he wants to belong.
`If a person changed his sex for another reason, he is damned, along with the surgeon who performed it.`
The surgery included breast implants the removal of the penis, it was claimed.
Deputy head of the village administration Abdutagur Israpilov said: `I knew Adam. He liked to put on tight leggings, his manners were feminine, even his voice was like a girl`s.
`He finished school and went to live in Makhachkala (regional capital), and then Moscow, where he worked in night clubs and made good money.
`I don`t blame him (for the sex change). His feminine nature had won, so he decided to correct the mistake.
`I heard that Adam changed his sex and married a man from Kabardino-Balkariya.`
Israpilov said: `He received threats. He appealed to police and a local policeman visited our administration because of it, and also a man from prosecutor`s office came.
`Every second man in the Caucasus wanted to kill him. According to our traditions, it is just a disgrace for his family, it is a dirt on the whole Caucasus.
`This surgery came as a shock for his mother, she is not talking to anybody now. His father got a stroke.
`Adam wrote a letter to his friend and said he was angry about his relatives.
`He said: `When they asked me for help, I sent them money, but they betrayed me when they got to know about the surgery`.
The village official said: `I did not recognise Adam`s cut-up body when it was brought to the village.`
