Considered one of the KGB's most productive Western recruits -- and Britain's biggest Cold War traitor -- Philby passed information to Moscow from the 1930s until he was discovered and fled to the Soviet Union in 1963. He died in 1988 at the age of 76.
Philby is still celebrated as a hero by the KGB's successor agency, the FSB, and Russia's foreign intelligence service, the SVR.
SVR director Sergei Naryshkin opened the exhibition "Kim Philby in espionage and in life" at the Russian Historical Society last month. It will run until October 5.
Philby was one of the legendary "Cambridge Five" spy ring of upper class men embedded in the British establishment who were recruited to spy for the Soviet Union during their time at the University of Cambridge in the 1930s.
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Most of the documents displayed in the exhibition are from the 1940s and come from the archives of the SVR.
One of the documents is a 1944 cable intercepted by Philby from the Japanese ambassador in Italy back to Tokyo about a meeting with fascist dictator Benito Mussolini. Another reveals information on British and American operations in Albania in 1949.
"Thanks to Philby, all of these reached Stalin's desk," said Konstantin Mogilevsky, head of the Kremlin-backed History of Fatherland Foundation, which helped organise the exhibition.
"Philby was a patriot of both his homelands: Britain and the Soviet Union," said Mogilevsky, claiming "he never put the lives of his British colleagues in danger".
"What Snowden did was not for money or to make his life better -- quite the opposite, he made it a lot worse. In that sense they are similar," he said.
"Russia has always valued those kind of motives," he added.
The exhibition also includes Philby's account of fleeing Beirut on January 23, 1963, after a KGB handler warned him he had been uncovered.
After telling his wife at that time, Eleanor, he would meet her at a restaurant for dinner, he escaped on a cargo ship headed for Odessa in Ukraine.