The ships, identified as the guided missile cruiser Varyag and the large antisubmarine ships Marshal Shaposhnikov, Admiral Panteleyev and Admiral Vinogradov, left the Russian Far East port Sunday, the Chinese news agency Xinhua reported.
They are expected to arrive next Sunday in the Yellow Sea to participate in weeklong war games there along with the Chinese navy.
Chinese officials say more than 20 Russian and Chinese warships and support vessels will be involved in the exercise, which observers say will be the largest the two countries have staged since starting the annual exercises in 2005.
They're being carried out under the umbrella of the Shanghai Cooperation Organization -- a security group comprised of China, Russia, Kazakhstan, Kyrgyzstan, Tajikistan and Uzbekistan. Its members are stepping up military, intelligence and counter-terrorism cooperation, analysts say.
Chinese military spokesman Yang Yujun announced this month the Chinese navy and the Russian navy are having the exercises under an agreement reached in Moscow last year during a visit by PLA Chief of General Staff Chen Bingde, the Taipei Times reported.
Chen said the games would be concluded in Qingdao, in China's Shandong Province. In all, Russia is planning to dispatch more than 10 warships.
Rear Adm. Leonid Sukhanov, the Russian navy's deputy chief of staff, told the Chinese Communist Party-run People's Daily the Yellow Sea exercises will provide a good test for the two countries' armed forces.
"The joint naval exercise will be held within the framework of strategic partnership principles agreed by leaders of both countries," he said. "Armament, support and protection systems will be practically tested, as well as command and control systems of the Russian and Chinese armed forces."
The Hong Kong newspaper Oriental Daily reported the Sino-Russian exercises will be the largest undertaken by the Chinese navy.
They come after the United States late last year signaled it is refocusing its strategic capabilities on the Asia-Pacific region in what U.S. President Barack Obama has called a "return" to Asia following a decade of conflicts in Afghanistan and Iraq.
That move has been interpreted as a check on the growing military ambitions of China in the region.
The Sino-Russian exercises this month are being carried out at the same time the U.S. Navy is participating in the "Balikatan" drills with the Philippines in the South China Sea.
Under those exercises, close to 8,000 troops from the United States and the Philippines will conduct drills at three locations, including the island of Palawan, which borders the South China Sea and the disputed Spratly islands, the Voice of America reported.
Tensions between the Philippines and China are stained due to arguments over the island chain.
But the timing of the two sets of war games is probably coincidental, Steve Tsang, director of the University of Nottingham's China Policy Institute, told the Hong Kong online newspaper Asia Sentinel.
"It would be more telling if Beijing and Moscow choose to present this as a specific parallel event or an unrelated event being held simultaneously by accident," he said.
"But the most powerful message being sent is that China and Russia are strategic partners willing and able to work together when and where desired by both sides."