An official with the Russian Federal Migration Service confirmed reports in a Serbian newspaper, the Novosti news agency reported.
"Refugee status was granted to the ex-president's widow Mirjana Markovic and son Marko Milosevic in March 2006 in accordance with a U.N. convention," Konstantin Poltoranin said.
Both mother and son are wanted in Serbia for trial on corruption charges. An official with the Serbian embassy in Moscow told Interfax his government has no knowledge of their whereabouts.
Slobodan Milosevic resigned in 2000 as president when security forces in Belgrade refused to quell mass demonstrations after a disputed presidential election. He surrendered the next year to face trial in The Hague for his actions during the wars that followed the breakup of Yugoslavia.
He died in custody in 2006.