At least one person has been killed after a gunman opened fire near the headquarters of Russia's main intelligence agency in Moscow.

At least five people were injured in the shooting near the Federal Security Service (FSB) building today, according to the country's Ministry of Health.

Two FSB officers suffered severe injuries.

Russian officials say an officer of its main security agency has been killed by an unidentified gunman near its Moscow headquarters and five others have been injured. (AP)

One FSB officer was shot dead, state news agency RIA Novosti said, citing an FSB representative.

Social media footage from the scene captured the sounds of gunshots and screams as people fled the area.

Russian state TV channel Rossiya 24 said that the perpetrator had been "neutralised."

A police cordon remained in place after the shooting and emergency vehicles and cars were parked outside the FSB's headquarters.

Russian special forces secure the area at the building of the Federal Security Service. (AP)

The FSB, which Russian President Vladimir Putin used to head, is the successor agency to the former Soviet Union's KGB.

At the time of the shooting, Mr Putin was giving a welcome speech at a concert nearby in honour of Russia's security service workers' day.

Mr Putin has been briefed on the incident, Kremlin spokesman Dmitry Peskov told the state-run news agency TASS.

President Vladimir Putin, centre, Federal Security Service (FSB) Director Alexander Bortnikov, left, and Sergei Naryshkin, head of the Russian Foreign Intelligence Service, right, were at a meeting when the shooting occurred. (AP)

According to Russia's Investigative Committee a criminal investigation into the incident has been opened, spokeswoman Svetlana Petrenko said.

Gun laws in Russia are strict and mass shootings are a rare occurrence.