Nemtsov, a former deputy prime minister and one of the most prominent opposition politicians who openly criticised President Vladimir Putin, was gunned down late at night on February 27 last year as he walked across a bridge near the Kremlin.
The suspects, all ethnic Chechens, sat in a glass cage in a Moscow courtroom packed with journalists, diplomats, rights activists.
The men, who were guarded by police and special forces wearing balaclavas, all said they were pleading not guilty.
Nemtsov's supporters argue that the probe did not question high-profile figures, such as Chechnya's fiercely Kremlin-loyal governor Ramzan Kadyrov, and never targeted those who ordered the murder in a high-traffic area that is closely watched by police.
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"The murder of Boris Nemtsov has not been solved," said lawyer Olga Mikhailova, who represents Nemtsov's family.
"The organiser... Has not been found and has not been brought to justice."
A preliminary hearing in July decided to put them on trial by jury, which was selected in August and September.
Jury trials are relatively unusual in Russia and are only used for very serious offences punishable by a life sentence.
Prosecutors said the tight-knit group of suspects had watched Nemtsov since September 2014 and "carefully prepared a plan", acquiring two apartments, cars, the murder weapon and phones to discuss what they would do, after being offered 15 million rubles (about USD 240,000) for the murder.