"Following several media reports about the possible cancellation of Monday's match, the Russian Premier League (RFPL) has not discussed such a scenario," the league said in a statement on its website.
The explosions also wounded more than 20 in one of the deadliest attacks this year in a region plagued with violence linked to an Islamist insurgency, investigators said.
Car bombs and suicide attacks are routine in Dagestan, centre of an insurgency rooted in two post-Soviet wars against separatist rebels in neighbouring Chechnya.
Wealthy Anzhi boast several world-class players such as Cameroon striker Samuel Eto'o in their expensively-assembled squad and are coached by former Russia boss Guus Hiddink.
Anzhi, bankrolled by local billionaire owner Suleiman Kerimov, can clinch third place - their best finish in Russia's top flight - if they beat Lokomotiv.
Hiddink's team have also reached the Russian Cup final where they will face newly-crowned champions CSKA Moscow in the Chechen capital Grozny on June 1.
Get the best features, fun and footballing frolics straight to your inbox every week.
Thank you for signing up to Four Four Two. You will receive a verification email shortly.
There was a problem. Please refresh the page and try again.