Russian news agency TASS reported the Russian team is facing sanctions after players left the ice before O Canada. The Canadians crushed Russia 6-1 in Sunday's gold-medal game, and most of the Russians quickly departed for the dressing room, a breach of the sport's etiquette.
"Once we arrive back home after the world championships we will look into this question and we will get in touch with those in charge at the Russian Ice Hockey Federation," IIHF president Rene Fasel said in the statement to TASS.
"The IIHF has its own protocol and some sort of punishment will be handed down."
According to TASS, Alexander Ovechkin, Evgeni Malkin, Viktor Tikhonov and Dmitry Kulikov were among the few players who remained on the ice for the anthem.
Russia's general manager Andrey Safronov called the incident "a shame."
"Nothing forced our team to leave the ice and it was simply an organizational mistake and it was our mistake and not the one of the organizers," Safronov told TASS.
"We are feeling very ashamed and uncomfortable now and on the behalf of the national team I bow to the Canadians," Safronov said. "I am lost for words and can say only that there was nothing of a premeditated nature in the incident."
The incident reached governmental level, with Sports Minister Vitaly Mutko blaming tournament organizers for opening a gate in the boards. According to Mutko, the Russian team took this as an invitation to leave.
Canada's victory was its first at the world tournament since 2007.