After failing to qualify for the 2006 and 2010 editions of the global football fiesta, the Russians have now fallen at the first hurdle in 1994, 2002 and 2014.
The remaining 16 nations in the World Cup will enjoy a rest day Friday before the footballing fever gets even hotter on Saturday.
Hosts Brazil face a tricky Chile side for a place in the quarter-finals while Colombia take on Uruguay, now rendered rather toothless by the ban for biting striker Luis Suarez.
The controversial Liverpool player is not the only star name to take an early flight from Brazil.
Portuguese star Cristiano Ronaldo and Spain's defending champions were among the big guns saying adeus from Brazil.