There's been no official confirmation of the reports but local residents say they've seen unusual movement around the cave in the past few days.
"We were coming out to milk our cows and caught sight of three passenger cars and a van. We then saw them turn towards Penza," said Tatyana Kalataeva, a local resident.
Those who remain barricaded inside said little to clarify the situation and didn't confirm that anyone had left the bunker. Previously all attempts to establish contact with the cult members were answered with gunshots. The recent change in behaviour could mean the situation underground has changed.
The group of around 30 doomsday cult members retreated to a man-made cave inside a ravine in the Penza region last November. They claimed they had enough food and water to last them till the end of the world, which they believe will come this May.
All attempts at negotiation have failed and the members of the group threatened to blow themselves up if any attempt was made to remove them by force.
With the recent developments it is unclear how many people remain barricaded in the cave or how long they can last.