The in-form striker, who also scored the first goal in Russia's 3-2 win over Ireland on Friday, fired home from a tight angle, beating Macedonia goalkeeper Edin Nuredinovski with a rising shot into the far corner in the eighth minute.
Russia goalkeeper Igor Akinfeyev saved a penalty from Ilco Naumoski midway through the second half to ensure victory for Dick Advocaat's team.
The home side, missing leading striker Goran Pandev through injury, rarely troubled Akinfeyev in the first half but came alive after the break.
Filip Despotovski wasted a good chance after sneaking in at the far post early in the second half and substitute Stevica Ristic brushed the bar with a header before Naumoski's weak attempt from the spot was kept out by Akinfeyev.
The Russians, who also beat Macedonia home and away in two Euro 2008 qualifiers under Dutchman Guus Hiddink, endured a few nervous moments late in the game but held on for their second away win in four days after beating the Irish in Dublin.
Russia moved top of the group with nine points from four matches, two points ahead of Slovakia and Ireland, who played out a 1-1 draw in Zilina. Armenia also have seven points after crushing lowly Andorra 4-0 in their earlier match.
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