Investigators say Samba Lampsar Sall's killer used a shotgun with swastikas on it, The Times of London reported.
"The clean-up of the city continues," said the Web site of a group called the Party of Freedom.
Sall had been living in Russia since 2001, studying at the State University of Communications. He had been at the Apollo Nightclub with other African students and was shot as they exited at dawn Friday.
"How can people be so evil?" asked Michael Tanobian, one of Sall's companions. "We come here just to study, for nothing else. We don't take anything here."
Sova, a group monitoring racist attacks, said there have been 40 in Russia so far this year, with seven people killed and 79 injured. The targets have included Asians and people from the Caucasus as well as Africa.
St. Petersburg is becoming "the racist capital of the world," the newspaper said.