On Thursday, police raided the journalist's home in Nizhniy Novgorod, seven hours from Moscow.
The purpose of the house search was to search for material linked to the group "Open Russia", a Putin-critical organization that wants to see increased democracy in Russia, writes BBC.
During the raid, the police seized computers, telephones and hard drives, the journalist told the independent Russian news site The Insider.
According to the BBC, the police raided another six people.
Denies connections
After the attack, the journalist is said to have posted a post on Facebook in which she urged people to blame her death on the Russian state.
Later that day, she is said to have been set on fire outside a government building in central Nizhniy Novgorod.
Authorities in Russia have confirmed the death but deny any links to the crackdown on the journalist's home.
Be the editor-in-chief
The journalist was the founder and editor-in-chief of a small news site which writes on its Facebook page that they publish "news and analyzes from Nizhniy Novgorod without censorship".
Last year, she was fined for being "disrespectful to authorities" in one of her articles, writes BBC.
Natalia Gryaznevich is an assistant to Open Russia founder Mikhail Khodorkovsky and tells the BBC that she knew the dead journalist.
Last year, Open Russia had participated in an event in Nizhniy Novogord that the journalist reported from.
"She was harassed"
Afterwards, the journalist was fined 5,000 rubles, approximately 630 Swedish kronor, for his coverage of the event.
- I know that she was harassed, arrested and fined all the time.
She was a very active woman, says Natalia Gryaznevich.