Two Russian warships, which had docked at the Caspian Sea port of Anzali in northern Iran on Monday, left Iran for Azerbaijan on Wednesday.
Iran and Russia were scheduled to hold a joint naval drill in the Caspian Sea waters on Wednesday afternoon.
The commander of the navy, Rear Admiral Habibollah Sayyari, had said the Russian fleet would take part in the joint exercise to promote the message of "peace and friendship", IRNA reported.
The Admiral also said, "Last year two vessels of the Iranian navy made a port call to the Russian city of Astrakhan," as part of a mission to consolidate maritime relations between Tehran and Moscow.
In September, leaders of the five Caspian states -- Azerbaijan, Iran, Kazakhstan, Russia, and Turkmenistan -- met in Astrakhan. They all agreed to prevent the presence of foreign military forces in the land-locked sea.