Five suspects appeared in a court in central Moscow a little over a week after Nemtsov, a longtime critic of President Vladimir Putin, was shot four times in the back as he strolled with his girlfriend along a bridge in full view of the Kremlin.
Court spokeswoman Anna Fadeyeva told the RIA Novosti news agency that three of the men who were not charged were only considered suspects at this stage. All five were remanded in custody.
They were both charged with murder but Gubashev denied involvement.
"The participation of Dadayev is confirmed by his confession," said presiding judge Nataliya Mushnikova.
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However no information has emerged as to the possible motive the men could have had in killing the charismatic opposition leader.
His allies believe his assassination was a hit ordered by the top levels of government determined to silence dissenters. The allegation has been strenuously denied.
The men are all from the volatile northern Caucasus region where Russia has fought two devastating wars against Chechen rebels and where security forces continue to clash with Islamist insurgents.
"The suspects denied their involvement in this crime but investigators have proof of their involvement," a representative for the probe told the court of the three.
The Interfax news agency meanwhile cited a source in law enforcement as saying that another suspect sought by police over the murder had holed himself up in the Chechen capital Grozny yesterday and blown himself up with a grenade after throwing another at police surrounding the building.