Russian campaigners have said a woman found murdered with multiple stab wounds in the city of Saint Petersburg was a well-known local activist who had received threats over her protests for LGBT rights and opposition causes.

Authorities confirmed they had found the body of a woman in Russia's second largest city but did not identify her.

"The body of a 41-year-old woman with multiple knife wounds was found Sunday in southern Saint Petersburg," the Investigative Committee said.

Activists and media reports in the city named the victim as Yelena Grigoryeva, a local campaigner who is a regular participant in rallies supporting LGBT rights, political prisoners and opposing the annexation of Crimea.

"An activist of democratic, anti-war and LGBT movements Yelena Grigoryeva was brutally murdered near her house" on Friday night, opposition campaigner Dinar Idrisov wrote on Facebook. 

"Recently she has frequently been a victim of violence and received murder threats," he said. Ms Grigoryeva "filed complaints to the police regarding the violence and the threats, but there was no reaction".

Saint Petersburg online newspaper Fontanka said Yelena Grigoryeva was found with knife injuries to her back and face and had apparently been strangled. A suspect was arrested, it reported.