The Russian forward had appeared on the verge of leaving Spurs for well over a year and finally made the switch on transfer deadline day.
"We have reached agreement for the transfer of Roman Pavlyuchenko to Lokomotiv Moscow," the club said in a statement.
"The striker joined us from Spartak Moscow in August 2008 and went on to score 42 goals in 113 appearances. We thank Roman for his contribution and wish him every success for the future."
Tottenham boss Harry Redknapp earlier managed to bring in striker Louis Saha from Everton.
It is understood that Lokomotiv have paid £8million for Pavlyuchenko's services.