More than half the monthly average snow - 38cm (15 inches) - fell on Saturday, beating the previous record from 1957.
A falling tree and collapsing power line killed one person and five others were injured.
Snowfall is expected to ease off on Sunday night but the temperature is expected to drop.
Dozens of flights have been delayed at the Russian capital's airports.
Despite the disruption, many people on social media just seem happy to see a "real Russian winter" again after the unseasonal thaws of previous years, and have been sharing snowscape pictures.