"According to a preliminary conclusion, the Afro-American man died from freezing. The man was apparently flying without a ticket," the Investigative Committee said on its website.
The body was found in a compartment inside the plane's chassis.
The man had boarded the plane several days before its last flight from Rimini, Italy, Russian news agencies reported.
"The preliminary information is that he died at least four days ago," the deputy head of Moscow transport investigators, Alexei Dorofeyev, told the RIA Novosti news agency.
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The director of Rimini's Federico Fellini International Airport, Claudio Fiume, was quoted by RIA Novosti as saying that the man was hidden in a part of the plane that no airport workers at Rimini had accessed.
The I-Fly airline's A-330 plane arrived in Moscow at 1:00 am local time (2100 GMT) today. An airport worker found the body early this morning.
I-Fly is a charter airline operating out of Moscow's Vnukovo airport. It flies within Russia as well as to tourist destinations popular with Russians including Thailand, Turkey and Egypt.