Mkrtitch Martirossian, an art dealer, had been remanded in custody charged with murdering Ruslan Outsiev, 39, and his brother Nasabesk, 21, of Bickenhall Mansions, Bickenhall Street, Marylebone, central London, on separate occasions between 27 February and 3 March.
The brothers had arrived from the self-proclaimed republic of Chechenya and lived in a pounds 1m penthouse. Ruslan was found trussed in a box and Nasabesk was found at the flat.
The jury at Southwark Coroner's Court returned a verdict of suicide on Mr Martirossian, 25, of Chiswick, west London, who was found hanging from a window by part of a sheet at Belmarsh prison, Woolwich, on 7 June.
The coroner, Sir Montague Levine, said they had heard about involvement with the KGB and Russian mafia and it all sounded like a bizarre detective novel. 'There is something of a cloak and dagger mystery about the whole thing. Maybe there were people who did wish to kill him, but that may happen to many people who go to prison who are involved in gangs, involved with colleagues.'
A pathologist had told the court earlier that there was no evidence to suggest anyone else was involved in Mr Martirossian's death.