Five handcuffed defendants attacked their guards as they were being escorted in a lift at the court in a town some 20 kilometres northwest of Moscow, Russia's Investigative Committee said in a statement.
The group reportedly managed to grab weapons from their escorts but then got into a firefight after being apprehended by officers from Russia's National Guard as they tried to quit the lift.
"Three of the prisoners were liquidated and two wounded," investigators said.
The two surviving attackers were in hospital with gunshot wounds but were not in serious condition, the official said.
A correspondent from Rossiya 24 state television reported that the defendants took the opportunity to attack when the lift got stuck between floors, adding that they severely beat up a female convoy guard for 15 minutes.
A lawyer at the court, Sofya Rubasskaya, told AFP: "I heard shots, there were more than 20 shots." She said that she saw a wounded female guard whose "face was all bloody."
The five suspects were among nine who went on trial last year over a series of high-profile drive-by shootings around Moscow's ring road.
They were dubbed the "Grand Theft Auto" gang by Russian media over apparent similarities with the ultra-violent video game.
In the dead of night, the gang members placed metal spikes on roads to burst the tyres of passing cars, then ruthlessly gunned down their drivers and disappeared. The murders took place between 2012 and 2014.
The investigation into the gang charged the defendants with murder, "banditry", robbery and arms trafficking. The gang's suspected leader was killed during an attempt to capture him.
Investigators said the men worked as labourers during the daytime and acted with tight discipline and followed orders from their leader.
They used knives and air guns that had been converted to take bullets. After killing their victims, they stole possessions including clothes and jewellery.
All partially admitted guilt in court.
Russian television reported Tuesday that the leader of the gang was "radicalised" and had fought alongside the Islamic State jihadist group.
The Investigative Committee said the gang acted only on "mercenary" motives and did not choose their victims on any social or ethnic basis.
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