"The diplomats left for their home country at the end of June," Interfax quoted a "well-informed source" as saying.
The Canadians, Isabelle Francois, head of the NATO Information Office in Moscow, and her deputy, Mark Opgenorth, had been accredited as attaches at the Canadian Embassy.
The tit-for-tat expulsions of diplomats followed Belgium's announcement in April that it would expel two diplomats from Russia's permanent mission to the alliance's headquarters in Brussels on charges of spying.
Both Russian diplomats have already left Brussels.
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