The statement by Anna Fedeeva to reporters outside the courthouse came one day after the Federal Security service said two suspects had been detained.
Russian news agencies late Saturday reported that two others had been detained, and Investigative Committee spokesman Vladimir Markin said Sunday there was a fifth suspect.
Details remain vague in the case despite President Vladimir Putin's pledge to pursue the killers vigorously.
The names of only two of the suspects have been publicly released and the security service director Alexander Bortnikov gave no details of how they were detained or specifics on how they were connected to the killings.
However, the state news agencies Tass and RIA Novosti said they were detained in Ingushetia, a republic bordering Chechnya, citing Ingush Security Council chief Albert Barakhoev.
One of them, Zaur Dadaev, served in a battalion of Interior Ministry troops in Chechnya, Barakhoev was quoted as saying.
He said the other, Anzor Gubashev, had worked in a private security company in Moscow, according to the reports.
Barakhoev also was quoted by RIA Novosti as saying two others were seized at the same time as the suspects. But there has been no official announcement of their detention. Dadaev's mother, Aimani, was quoted by the Interfax news agency as saying the two others were her nephews.
Nemtsov's killing shocked Russia's already beleaguered and marginalized opposition supporters. Suspicion in the opposition is high that the killing was ordered by the Kremlin in retaliation for Nemtsov's adamant criticism of President Vladimir Putin. The 55-year-old Nemtsov was working on a report about Russian military involvement in the eastern Ukraine conflict.
But Russia's top investigative body said it was investigating several possible motives, including that he was killed in an attempt to smear Putin's image. It also said it was looking into possible connections to Islamic extremism and Nemtsov's personal life.
Chechnya, where Dadaev reportedly worked, was wracked by two wars over the past 20 years between Russian forces and separatists increasingly allied with fundamentalist Islam. Although the insurgency died down in Chechnya several years ago, attacks attributed to Islamic militants sporadically occur in nearby regions.
Chechnya's strongman Kremlin-backed president Ramzan Kadyrov has imposed an Islam-tinged rule on the region, including the mandatory wearing of headscarves by women. Kadyrov, himself a former rebel, has been widely accused of rampant human rights abuses including executions and abductions of opponents.
Many believe that Nemtsov's death in a tightly secured area near the Kremlin wouldn't have been possible without official involvement, and could be an attempt to scare other government foes.
Putin, who had dubbed Nemtsov's killing a "provocation," made no comment on the detentions announced Saturday.
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