Jean-Baptiste Gonnet of France bogeyed one hole to finish at 6 under for second place at the 7,154-yard Le Meridien Moscow Golf and Country Club course.
Rain fell throughout the day, forcing the organizers to suspend play for more than three hours. Play eventually restarted, but was soon stopped because of darkness, leaving 27 players to complete their rounds Friday morning.
The 38-year-old Nilsson, who is still looking for his first European Tour title, started with two birdies on the back nine and carded five more after the turn.
'I'm very pleased with that,' Nilsson said. 'I hit most of the greens and fairways and played very steadily. I made a few putts as well so it was a great round for me.'
Gonnet had four birdies on the front nine, but three-putted to bogey the par-4 10th. He then had three consecutive birdies.
'I missed only one fairway and one green today so that was very good indeed,' said Gonnet, who finished 26th at the Deutsche Bank Players' Championship last week.
England's Sam Little had six birdies, but a bogey on the par-4 second left him tied for third with Gary Murphy of Ireland, who had five birdies.