Yanbayev played for CSKA Moscow school and youth teams. He moved to Lokomotiv Moscow during the summer of 2007 from FC Kuban Krasnodar after featuring in 12 league games and scoring once in the 2007 Russian Premier League. Originally a left-sided midfielder, he was converted to left-back (he also can play as a right-back) in Lokomotiv Moscow. Playing for Lokomotiv Moscow, Yanbayev was called to Russian national team. In the beginning of the 2012–13 season, after the appointment of Slaven Bilić as a manager, Yanbayev lost his position in the starting XI to Andrey Yeshchenko. To gain playing time, he moved on loan to Zenit in September 2012. During winter transfer window in January 2013, when Yeshchenko departed for Anzhi, Yanbayev returned to Loko.