Jorge Sampaoli’s side dominated the opening period but failed to convert any of their chances, with Russia goalkeeper Igor Akinfeev playing a starring between the sticks for his side.
Russia did come into the game in the second half and had chances of their own, but it was Argentina who snatched a late winner thanks to Sergio Aguero.
Both teams quickly settled into the game but struggled to create any opportunities in the opening 20 minutes.
The first real sight of goal came when Lionel Messi picked up the ball in the attacking third and played in Angel Di Maria on the left of the box. The PSG man unleashed a low, left-footed drive towards the far corner but Akinfeev got down well to save.
Argentina threatened again when Aguero skipped past a challenge on the edge of the box before firing a low strike at goal, but Akinfeev was again equal to it and collected at the second attempt.
Russia had their best chance of the opening period after Eduardo Salvio dragged down Fyodor Smolov on the left flank. Dmitry Poloz tried to whip a ball across the face of goal, but his delivery flew over everyone and just wide of the far post.
More captivating link up play from Argentina's front line followed with Messi coming close on 37 minutes. Aguero found Salvio on the overlap and the Benfica man crossed into the area where Messi lurked, but his strike was blocked and cleared.
‘La Albiceleste’ had the best chance of the half just before the first period drew to a close. Nicolas Otamendi clipped a ball into the box for Aguero, who fired a volley towards goal but Akinfeev was there to push away for Russia.
Sampaoli’s men continued on the front foot after the restart and almost broke the deadlock on 49 minutes. Aguero played a lovely through ball in behind the Russia defence for Messi, who dinked a shot over the onrushing Akinfeev but Konstantin Rausch tracked back in time to clear off the line.
The game then sprang to life with both teams coming close to an opener. Denis Glushakov’s effort from distance bobbled just wide of the post just before the hour mark and, minutes later, the midfielder fired straight at Sergio Romero from inside the box.
Argentina quickly hit back and had chances of their own through Otamendi and Di Maria. The former tried an audacious overhead kick that had to be tipped over the bar, while the latter saw an effort diverted behind after bursting through the Russia back line.
Aguero finally broke the deadlock on 85 minutes after a swift move started by Messi down the left. The Barcelona star played in substitute Cristian Pavon and he cut back for Aguero, whose first effort was well blocked by Georgi Dzhikiya, but the striker kept his composure to tuck away the rebound with a header.
The late goal was enough to see Argentina over the line, but both side will want to see major improvements over the next few months as they continue their preparations for football’s showpiece event next summer.