At least three people in camouflage clothing had opened fire at the Crocus City Hall, RIA news agency said.
Police had arrived at the scene, RIA said.
Video footage published on Russian social media channels showed chaotic scenes, with a large number of concertgoers trying to flee the hall, followed by gunshots.
Other video footage showed some people lying motionless in pools of blood outside the hall.
TASS news agency reported an explosion and a fire in the building where the shooting took place.