The explosion on the St Petersburg metro system may have been caused by a device hidden inside a suitcase, according to Interfax News Agency.
The agency, quoting unnamed sources, also said surveillance cameras had captured images of what they said were the organisers of the explosion.
In a public address, St Petersburg Governor Georgy Poltavchenko appealed for the "citizens of St. Petersburg and guests of our city to be alert, attentive and cautious and to behave in a responsible matter in light of events."
At least nine people are believed to have been killed and 20 injured after an explosion in St Petersburg, according to Russia security officials.
Russia's National Anti-Terrorist Committee also confirmed the blast occurred between the Sennaya Ploshchad and Tekhnologichesky Institut metro stations in the city.
Security agencies in St Petersburg have found and deactivated an explosive device at another metro station in the Russian city, the National Anti-Terrorist Committee said.
The device was found at Ploshchad Vosstaniya metro station, a different location from where an earlier blast took place.
At least 50 people have been injured and 10 killed in the St Petersburg subway explosion, a spokesman for the Russian governor said.
Video footage posted on social media appears to show the aftermath of one of two blasts which have left at least 10 people dead on the St Petersburg metro.
The footage shows people walking through smoke-filled corridors of one of the underground stations.
The entire metro system in St Petersburg has been shut down following a blast between two stations.
Security was also being stepped up on subway systems in other Russian cities, including Moscow.
The first pictures of the St Petersburg metro blast shows a carriage door almost completely blown off.
At least 10 people are dead and at least another 20 have been injured.
An explosive device was set off on a train on the St Petersburg metro system, the St Petersburg subway press office said.
Russian President Vladimir Putin has offered his condolences to the victims of the St Petersburg metro explosion.
Mr Putin, who was visiting the city today on an unrelated trip, said it is not yet clear what the cause of the blast was.
He added all causes, including terrorism, are being considered.
Russia's anti-terrorism committee confirms 10 people have died in St Petersburg.