I’ve never come across anyone quite like Anna Politkovskaya, the Russian journalist who was shot dead in a contract killing on Saturday near the lift outside her flat.

She’d sweep into rooms, tall, thin, elegant and angular as a glamorous witch, and say things that changed the way people thought forever. She was just about the only investigative journalist left, in an increasingly blinkered country, to speak her mind about what was wrong with her homeland. She wrote terrifying, moving exposes of the worst of Russian life – the plight of conscripts being bullied in the army, say, or the forgotten retired soldiers eking out their retirement in dying cities – and she wrote terrifying, moving exposés of how Russian soldiers, and Chechen separatists, misbehave in the war in Chechnya, detailing the kidnappings and torture and theft which destroy the lives of ordinary civilians in a way no one else could, because she was just about the last person to regularly risk death in Chechnya to ask ordinary civilians what was happening to them.

No wonder she had enemies in high places. It was a toss-up whether the Russian government, or the pro-Russian Chechen government Moscow has helped install down south, disliked her more.

But Politkovskaya had plenty of friends in lower places. Even if the Russian government sent only a deputy culture minister to her funeral in Moscow, among the Western diplomats who filed past her coffin earlier in the day were the ambassadors of Norway, Sweden and the United States. Her liberal-minded Russian mourners were outspoken in their fears that what her death symbolised was the triumph of authoritarianism in Putin’s Russia, after a decade of hope for something better. “This is the funeral of a whole era," as Irena Lesnevskaya, a Russian television pioneer, put it. "It was an era of conscience, truth and freedom and ten years ago no one could have dreamt it would be crushed a decade later." Or, as Yasen Zasursky, dean of Moscow State University’s journalism faculty, said: "They executed our conscience."

Among her supporters, in London, were the actress Vanessa Redgrave and Lord Rea, who are organising a tribute to her life at the House of Lords on Friday. A couple of hundred of other admirers turned out on Tuesday night, with candles, for a separate vigil, occupying the time-honoured protesters’ stretch of Notting Hill pavement over the road from the Russian and Czech embassies, to try and shame the Russian President – who has all but ignored her death – into launching a proper investigation into the killing.

The protest pavement is where anti-Communist agitators once stood and shouted and tried to scare the Soviet-type diplomats over the road with their fierce freedom posters, while KGB types took sneaky pictures of the crowd from behind the net curtains for retribution later, if they ever got the chance.

The visibly non-political protesters in these less clear-cut times were different. Diffident. Embarrassed. Mostly English; hardly anyone from Russia’s thriving London community turned up. Fiddling with candles which kept going out, relighting them from someone else’s flame. There was just one poster, with the innocuous message “Anna loved Russia”; a woman who turned up with a photo of Anna with the English words “you can’t kill the truth” underneath clearly thought better of it and didn’t bother to lift it once she joined the crowd. No one could quite bring themselves to stare over the road at the embassy to see whether the net curtains were twitching or camera shutters clicking. It would have seemed a bit too John Le Carre for an October evening in 2006.

Anna herself would almost certainly have looked the embassy men in the eye. She wasn’t like most of us. She was a fierce truth-teller who wasn’t afraid of anything, a middle-aged mother on a mission. She negotiated with Chechen hostage-takers who took over Moscow’s Dubrovka theatre in October 2002 and was subjected to a mock execution by security forces in Chechnya.

The last time I saw Anna was two Octobers ago, when she visited London to launch a new book. She had a shocking story to tell the party – about being poisoned. She’d been rushing south during the siege by Chechen separatists of a school at Beslan in southern Russia, she said, to report on the crisis and also, she hoped, act as an intermediary and help to get hundreds of child prisoners out of the boobytrapped gym. But she was slipped a Mickey Finn on the plane. The next thing she knew, she was in hospital and it was several days later – too late for the Beslan children, who had by then been killed in their hundreds. What she remembered of the experience was the three men she’d noticed in the plane, staring at her with the “eyes of enemies”. She blamed the Russian secret services.

So she might have found this crowd of quiet, sad admirers a bit timid. Yet I hope that just being there personally was enough to make a point that Russian politicians can’t ignore. We don’t even need to enter into the whodunit conspiracy theories swirling around her murder to get this point. Anna Politkovskaya was a heroine to a lot of people, a good candle in a naughty world. She’s been snuffed out before her time, in shameful circumstances, and her memory deserves a good deal more honour than the leaders of Russia’s government are giving it.