An investigator involved in the probe, Vladimir Solovyov, told the Echo of Moscow radio station that the exhumation happened today and included "taking samples from Nicholas II, from the empress, and from the uniform of emperor Alexander II," the last tsar's grandfather, who was himself assassinated in 1881.
The remains will be subject to genetic testing, Solovyov added, as the powerful Investigative Committee confirmed the bodies buried in a Saint Petersburg cathedral were being re-examined.
Scientists said that DNA evidence was sufficient to conclude that the grave included the tsar and tsarina, along with three of their daughters.
A second grave was discovered in 2007 with two more bodies, presumed to be those of the tsar's heir Alexei and daughter Maria, who were 13 and 19 years old when they were murdered. The remains are kept in the Russian State Archives.
The resurgent Russian Orthodox Church, which has canonised the Romanov family, has voiced concerns over whether the remains are really those of the royal family and has pressed for the case to reopened.