More than 380 people have been arrested after Russian nationalists rampaged for hours in Moscow over the murder of a local man blamed on a migrant.

Crowds on Sunday chanted slogans, including "Russia for Russians" and "white power" in the protest in Biryulyovo, an industrial district of southern Moscow.

Police ordered a city-wide security alert and began making arrests after rioters smashed shop windows, set a shopping centre on fire and assaulted security guards.

Witnesses said the protesters threw empty beer bottles, clubs and even hammers at a riot police force that rushed to the scene in about a dozen buses.

"I cannot believe this is happening in our city," one woman told Russian state television. "I am afraid to let my children out on the street," said another.

A police spokesman told Russian media that the city's entire active security force had been mobilised several hours into the riot. Five police officers were injured, according to a police spokesman.

Clubs and hammers

The riot broke out in the afternoon when a group of several hundred youths dressed predominantly in black attacked a vegetable market where they thought the suspected killer was hiding.

They were outraged over the murder on Thursday of a 25-year-old local man named Yegor Shcherbakov.

Police said he was stabbed by an unknown assailant in unclear circumstances while his fiancee, identified only by her first name Ksenya, watched.

The killer fled the scene but was caught on surveillance cameras that suggested he could have been from Central Asia or the Caucasus.

"Every measure will be taken to stop the criminal," Alexandre Polovinko, the district police chief, said at the scene of the protest. "The best investigators have been assigned to the case."

Ethnic tensions have simmered for years in Moscow and other major Russian that have been flooded by migrant labourers from predominantly Muslim regions of the Caucasus and Central Asia.

Sunday's riot was the largest since 5,000 football fans and nationalists protested on Moscow's central Manezh Square in December 2010 over the killing by a man from the Caucasus of an ethnic Russian supporter of a local club.