Mikhail Kirilin, a spokesman for the service, said the Turkmen Prosecutor's Office had asked its Russian colleagues to detain the dissident Murad Esenov, who lived in Moscow.
"The Public Prosecutor's Office of the Russian Federation gave an appropriate assignment to the service to detain this man," Kirilin said. "Esenov was detained November 24."
Kamildzhan Kalandarov, a spokesman for the Turkmen Embassy in Moscow, neither confirmed nor denied the service's report, but said the embassy was worried about the fate of one of its citizens and had appealed to the Russian authorities to give details of the incident.
Russian mass media reported Esenov had unexpectedly disappeared on the way to his home after parting with a friend near Otradnoye metro station.
Nezavisimaya Gazeta reported that Esenov, a human rights activist, editor of the magazine Turkmen Ili and a commentator for Radio Liberty, had received several phone threats demanding he stop his dissident activity or face forcible deportation to Turkmenistan.
Dmitry Ulyanov, deputy head of the criminal investigation department of Esenov's district in Moscow, said Esenov had been attacked in September by a group of unidentified men close to his house on Ulitsa Bestuzhevykh, in the northeast of the city.
"They stole some documents from Esenov and escaped," he said.
Kirilin said the service had not asked the prosecutor's office to explain the reasons for Esenov's detention, but according to the law the office had the right to give such "assignments" to the service.
Viktor Potapov, a spokesman for the prosecutor's office, said Turkmenistan had officially appealed to Russia to detain and then to extradite Esenov. He said he did not know the reasons for the request.
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