Makhachkala match goes ahead despite blasts
"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.