At least 13 people were killed and many injured when a female suicide bomber blew herself up at a railway station in Russia Sunday, authorities said.

The explosion occurred in Volgograd, a city near the North Caucasus region, reported Xinhua citing the National Anti-Terrorism Committee.

Earlier, the interior ministry said at least ten people were killed and three others were injured.

The suicide bomber detonated the explosives in front of the metal detection arches of the station entrance.

Police are working on the site to investigate the incident.

Live TV footage showed the railway station was cordoned off and ringed with ambulances and police cars.

"The investigative department of the Investigative Committee for Volgograd region launched a criminal case in relation to the explosion ... in which no less than 13 people died, according to early reports," Investigative Committee spokesperson Vladimir Markin said.

In October, a female suicide bomber attacked a bus in Volgograd, killing seven people and injuring many.

President Vladimir Putin in September warned that the situation in North Caucasus remained a challenge for state security. He urged all law enforcement departments to be mobilised to maintain law and order and peace in the region.