The head of Russia's National Anti-Terrorist Committee said the blast hit a train between Sennaya Ploshchad and Tekhnologichesky Institut stations.
The committee said an explosive device was later found and made safe at another station nearby.
Prime Minister Dmitry Medvedev said in a Facebook post that the explosion was a "terrorist attack".
An anti-terror investigation has been opened, but other possible causes are being investigated.
