A special flight carrying the corpse of Oleg Peshkov left Ankara airport for Russia, the state-run Anatolia news agency reported, without giving further details.
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His body had at the weekend been taken from Syria to southern Turkey and then flown to Ankara.
Both pilots aboard the Su-24 war plane ejected and parachuted to the ground on the Syrian side of the border after being shot down by Turkish F-16s in the November 24 incident.
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Peshkov was killed in circumstances that have yet to be fully explained while the second pilot, Konstantin Murakhtin, was rescued unharmed and has already spoken to Russian media.
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