The explosion took place when security forces were trying to arrest a man, who turn out to be a suicide bomber in the Uchkeken village of Karachay-Cherkessia area, mainly-Muslim region.
There has been no immediate comment from Russian officials yet.
There are no injuries among civilians and authorities were trying to establish the identity of the attacker, the local officials said.
Karachay-Cherkessia area is geographically located in the North Caucasus region of Southern Russia and is administratively part of the North Caucasian Federal District.