It was one of the deadliest attacks this year in a region plagued with violence linked to an Islamist insurgency.
Car bombs and suicide attacks are routine in Dagestan, centre of an insurgency rooted in two post-Soviet wars against separatist rebels in neighbouring Chechnya.
The Russian Premier League decided that the match in Makhachkala's suburb of Kaspiisk would still go ahead and Anzhi came out on top to seal third place in the table - their best finish in Russia's top flight - with a game to spare.
Russia international Alexander Samedov fired the visitors ahead midway through the first half, but Anzhi equalised when Lokomotiv's Croatian defender Vedran Corluka put the ball in his own goal five minutes before the break.
Cameroon striker and club captain Samuel Eto'o then headed in from close range 16 minutes from time to the delight of a jubilant home crowd.
Guus Hiddink's team withstood some late Lokomotiv pressure to secure victory. They now lead fourth-placed Spartak Moscow by five points with one game remaining.
Wealthy Anzhi, bankrolled by local billionaire owner Suleiman Kerimov, boast several world-class players in their expensively-assembled squad and Hiddink said he was proud of his team.
"I have to give this team a lot of credit," the Dutchman told Russian television NTV Plus.
"We were 1-0 down but we reacted in the second half. We have been in the top three all season and today we made sure we finish third. This team deserves a big, big compliment."
Anzhi have also reached the Russian Cup final where they will face newly-crowned champions CSKA Moscow in the Chechen capital Grozny on June 1.
CSKA sealed their first league title since 2006 with a 0-0 draw against Kuban Krasnodar on Saturday while last season's champions Zenit St Petersburg beat Volga Nizhny Novgorod 3-1 on Sunday to finish second and qualify for the Champions League.
