"The warships, led by the heavy nuclear-powered missile cruiser Pyotr Veliky (Peter the Great), have passed through the Gibraltar Straits and entered the Mediterranean, where they will perform several tasks," said spokesman Igor Dygalo.
He said the fleet, which also includes the destroyer Admiral Chabanenko and escorting ships, would call at several ports in the Mediterranean before setting sail for Venezuela.
Venezuelan President Hugo Chavez has said he expects the Russian warships to arrive in his South American country at the end of November.
Once there, they are scheduled to take part in joint exercises with the Venezuelan navy near U.S. waters, something which has not been done since the Cold War.
The deployment follows the arrival of two Russian Tu-160 nuclear bombers in Venezuela last month also for exercises, an event that Chavez branded a "warning" to the US "empire."