The attack occurred in the town of Nalchik in the republic of Kabardino-Balkaria, RIA-Novosti reported.
The traffic police officers were having lunch and were shot execution-style, the federal investigative committee said. Four victims died at the scene and the fifth in a hospital. Another was wounded.
Earlier, another policeman was killed in a drive-by shooting nearby.
Notable deaths of 2014 [PHOTOS]