At least one person was killed and 11 others injured when a bomb attack took place near the Interior Ministry headquarters in Dagestan in Russia's North Caucasus region on Saturday, the National Anti-Terrorism Committee (NAC) said.

"One of the most probable theories is a suicide bomb attack by a female terrorist, whose remains have been found at the scene," the NAC said in a statement.

The alleged attacker died instantly while three policemen and eight civilians were injured. All wounded have been delivered to medical institutions in Makhachkala, the capital of Dagestan.

"The power of the explosion is being assessed now and fragments of the suicide bomber's body have been collected so as to identify her," the Interfax news agency quoted the interior ministry as saying.

Initial reports said at least one policeman was killed, which was denied later by the ministry, saying the man was alive but in critical condition.

Police in Dagestan were reportedly informed on Saturday morning of a possible suicide bomb attack.

"Extra security measures have been taken ... considering schools celebrate the Last Bell on Saturday," the interior ministry said.