Medvedev has said Deep Purple, known for hits such as "Smoke on the Water," is his favorite band.
The rock group will perform at a show Gazprom is putting on at the Kremlin on Monday to mark the 15th anniversary of the firm's creation, industry sources said.
Both Medvedev and President Vladimir Putin are expected at the party. The British band's management declined to comment.
Medvedev and 70 other political figures and businessmen brought Deep Purple's former lead singer, Joe Lynn Turner, to Moscow last year for a secret concert.
Putin has all but guaranteed Medvedev's victory in the March 2 presidential election after publicly endorsing him.
Putin is known to enjoy patriotic Russian pop songs. It was not clear if the concert lineup would have anything to suit his tastes.
If Medvedev becomes president, he will resign as Gazprom chairman. Prime Minister Viktor Zubkov is expected to take over the job in June.
Gazprom, the country's most valuable firm by market capitalization and one of top 10 in the world, is enjoying record profits because of high global energy prices.
Moscow is rated one of the most expensive cities in the world, and wealthy entrepreneurs spend millions annually flying in celebrities for celebrations.
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