Dadaev and Gubashev were identified as suspects by Federal Security Service director Alexander Bortnikov a day earlier. Until three other men were also brought to the court on Sunday, there had been no official confirmation of other suspects.
Bortnikov gave no details of how the men were detained or specifics on how they were connected to the killings.
However, the state news agencies Tass and RIA Novosti said the pair was detained in Ingushetia, a republic bordering Chechnya, citing Ingush Security Council chief Albert Barakhoev.
Dadaev served in a battalion of Interior Ministry troops in Chechnya, Barakhoev was quoted as saying.
He said the other, Gubashev, had worked in a private security company in Moscow, according to the reports.
There was scant information about the identity of the three other suspects. Barakhoev was quoted by RIA Novosti as saying two others were seized at the same time as Dadaev and Gubashev. But there had been no official announcement of their detention.
Shortly before the court session began, Investigating Committee spokesman Vladimir Markin revealed there was a fifth suspect, but gave no details.
Nemtsov's killing shocked Russia's already beleaguered and marginalized opposition supporters. Suspicion in the opposition is high that the killing was ordered by the Kremlin in retaliation for Nemtsov's adamant criticism of President Vladimir Putin. The 55-year-old Nemtsov was working on a report about Russian military involvement in the eastern Ukraine conflict.
But Russia's top investigative body said it was investigating several possible motives, including that he was killed in an attempt to smear Putin's image. It also said it was looking into possible connections to Islamic extremism and Nemtsov's personal life.
Chechnya, where Dadaev reportedly worked, was wracked by two wars over the past 20 years between Russian forces and separatists increasingly allied with fundamentalist Islam. Although the insurgency died down in Chechnya several years ago, attacks attributed to Islamic militants sporadically occur in nearby regions.
Chechnya's strongman Kremlin-backed president Ramzan Kadyrov has imposed an Islam-tinged rule on the region, including the mandatory wearing of headscarves by women. Kadyrov, himself a former rebel, has been widely accused of rampant human rights abuses including executions and abductions of opponents.
Many believe that Nemtsov's death in a tightly secured area near the Kremlin wouldn't have been possible without official involvement, and could be an attempt to scare other government foes.
Putin, who had dubbed Nemtsov's killing a "provocation," made no comment on the detentions announced Saturday.
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