"We must pay the greatest attention to crimes that prompt a major reaction, including those that are politically charged," he told interior ministry officials at a televised meeting.
"We must rid Russia of disgrace and tragedies like the one we just saw... The audacious murder of Boris Nemtsov right in the centre of the capital," a grim-faced Putin said.
Nemtsov, a longtime Putin critic and anti-corruption crusader, was gunned down near the Kremlin on Friday night in an attack that sent shockwaves through the Russian opposition and the world.
Investigators have said they are examining possible motives for the murder, including Nemtsov's opposition to Russian military actions in Ukraine and a link to his condemnation of the attack against the Charlie Hebdo satirical weekly in Paris in January.
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Putin also warned against a rise in "extremist crime", without directly linking it to Nemtsov's murder.
"Extremists poison society with militant nationalism, intolerance and aggression," he said, adding that unrest in Ukraine was a consequence of such extremism.