Tottenham Hotspur's new £14m striker let fly from 25 yards but his effort was deflected over the bar by Wales centre-back Craig Morgan.
Pavlyuchenko got a little closer a few minutes later when he volleyed Aleksandr Anyukov's pin-point cross goalwards and he was superbly denied by goalkeeper Wayne Hennessey soon after.
Despite Russia's domination, Wales - even without the services of the injured Craig Bellamy and Jason Koumas - enjoyed sporadic attacking sorties.
And when burst into the box from Ledley's flick, the Spurs full-back was sent tumbling by Russia skipper Sergei Semak.
The fall was a little theatrical but referee Damir Skomina wasted little time in pointing to the spot.
The 19-year-old dragged himself up off the turf but his left-footed penalty was at a good height for Igor Akinfeev and the Russia stopper made a fairly routine save.
Wales' second spot-kick nightmare in successive matches was punished almost immediately as Pavlyuchenko showed Bale - his new team-mate at Spurs - how it should be done.
Russia's chance to the break the deadlock was down to a comedy of Welsh errors as Morgan's misplaced back-header was naively kept in by Hennessey.
Pavlyuchenko pinched the ball from the keeper and teed up Zyrianov who was clattered to the ground by a clumsy Robinson challenge.
Referee Skomina again pointed to the spot and Pavlyuchenko was coolness personified as he chipped the ball above the despairing dive of Hennessey for his 10th international goal.
Russia unleashed wave upon wave of attacks on a patched-up Welsh defence missing Danny Gabbidon and James Collins, but the visitors just about held the supremely talented Andrei Arshavin and Pavlyuchenko at bay.
The movement of Russia's sublime strike-force was a joy to watch - but the hosts lacked a cutting edge.
Dave Edwards bursts forward for Wales in the Lokomotiv Stadium
Wales gave Russia a few reminders of their attacking potential as Ledley found space in the box but failed to hit the target from Chris Gunter's deep cross.
Dave Edwards also gave Russia a scare after the break but his header from Gunter's searching cross was just too high.
At the other end, Arshavin was just inches away from adding to Russia's lead, but the Zenit St Petersburg ace could not keep his header from Auyukov's inswinging cross down.
Wales' heroic efforts to stem the Russian tide paid off in the 67th minute as John Toshack's men snatched a shock leveller.
Bale made amends for his earlier penalty blunder by skipping past two Russian defenders to tee-up Ledley who stunned the masses in Moscow as he tapped in the low cross for his second Welsh goal.
Steve Evans created a piece of post-war history when he replaced Edwards in the 77th minute, with the Wrexham defender becoming the first Non League player to represent Wales for 78 years.
Sadly for Wales, the Russian onslaught broke through with 10 minutes remaining as substitute Pogrebnyak saved their blushes.
Gunter allowed Arshavin an inch and Russia's playmaker delivered a tantalising cross which Zyryanov struck to draw a fine save from Hennessey.
But the rebound fell to Pogrebnyak who rammed the ball home to seal a hard-fought Russian victory.
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