At least one person was killed and two were injured in an explosion that caused a fire at an FSB Border Service Department building in Russia, local authorities have said.

The security service building is in the port city of Rostov-on-Don, near the Ukrainian border in the southeast of Russia.

Local residents heard an explosion and then black smoke started pouring out of the building, according to local media reports.

"Emergency services were dispatched... details are being clarified," the press office of the emergency services in Rostov-on-Don said in comments carried by the state-run TASS news agency.

It is not yet clear what caused the explosion.

There have been several incidents of reported sabotage attributed to Ukrainian partisans within Russian territory since the Kremlin deployed troops to Ukraine in February last year.