Midfielder Denisov (pictured), who this month was made Russia captain by Capello, has been demoted to Zenit's reserve team after he refused to play for the club and issued an ultimatum to renegotiate his contract.
Kerzhakov was also demoted for "improper behaviour", Zenit said.
Italian Capello, who replaced Dick Advocaat last month following Russia's poor showing at Euro 2012, also dropped experienced strikers Roman Pavlyuchenko and Pavel Pogrebnyak, preferring to call up 22-year-old newcomer Maxim Grigoryev and Artem Dzyuba.
Former Chelsea winger Yuri Zhirkov, who joined wealthy Anzhi Makhachkala last year, was recalled after missing Russia's first two qualifiers against Northern Ireland and Israel with injury.
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