Moscow gallery curator Natalia Litvinskaya told journalists the show had "nothing to do with paedophilia" but that she took the decision to close after receiving "threats from absolutely delusional people".
The closure of the exhibition, "Jock Sturges- Absence of Shame" - came after influential conservative senator Yelena Mizulina yesterday released a statement on her website calling it "a public demonstration of child pornography materials" and said it "must be closed urgently".
The exhibition, which opened on September 7 at the established Lumiere Brothers Gallery close to the Kremlin, is the first to show the California-based Sturges' work in Russia.
Around 20 activists in matching uniform jackets and camouflage from a little-known group called the "Officers of Russia" today positioned themselves outside the doors of the gallery, as police watched, an AFP video journalist witnessed.
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The Officers of Russia describes itself as a patriotic association of former and serving military and "concerned citizens" with more than 100,000 members.
The organisation's leader Anton Tsvetkov, who also heads the security committee of Russia's Public Chamber, an advisory body made up of public figures, then viewed the exhibition with its organisers, before coming out and announcing its closure.
"The organisers accommodated the Public Chamber and the exhibition is closed from today," he shouted from the gallery doorway to shouts of "shame!" from supporters of the show. He acknowledged however that the show included only "semi-naked" pictures of children.