Russia sanctions became one of the key factors, determining the Russian economic climate in recent years. Financial restrictions against companies and residents, which constrict the possibility of raising foreign funding and limit cooperation with abroad investors, became one of the sanctions’ types. Such a situation had an impact on Russian financial market condition. The aim of the work under discussion is to estimate the influence of Russia sanctions on Russian financial market in the period from 2014 until 2018. To achieve the stated objective the authors developed a system of indexes, which allow showing quantitatively the sanctions imposed against Russia by different foreign countries. The indexes were calculated not only for all restrictions in total, but also for sanctions imposed by different groups of countries (USA, European Union and other countries). In addition, the developed indexes make it possible to take into account the degree of particular sanctions’ influence using the analysis of the object under sanctions level. The stated indexes’ analysis in connection with the variation of MOEX index allowed to establish the high level of Russian financial market dependence on the implemented sanction restrictions and to justify the proposed approach to indexes’ calculation.