Twitter users described the strong odour as being like hydrogen sulphide, or rotten eggs.
Members of the Russian Parliament, working next to the Kremlin, also complained about the smell, the Russian TV network RT reported at its website.
"Guys, who knows what [is] the reason for such a stink in Moscow?" tweeted Sergey Krasilnikov.
The official news agency Tass reported that could be coming from Moscow's waste-water treatment complex, RT said. However, an oil refinery southeast of the city was also considered a possibility.
A video posted to YouTube showed the sun almost blocked out by thick fog.