At least 35 people are dead after female suicide bombers blew themselves up in two Moscow train stations.

In the worst attack in the Russian capital since 2004, two blasts struck separate stations during the packed morning peak hour commute.

The first bomb exploded just before 8:00am local time at Lubiyanka station, near the Kremlin and the headquarters of Russia's Federal Security Bureau.

As many as 20 people were killed.

About 40 minutes later a second explosion struck Park Cultury station, killing as many as 15 people.

There has been no claim of responsibility but suspicion is already falling on groups from the North Caucasus.

In recent months, the Russian government has been fighting a growing Islamist insurgency in the region.

Russian president Dmitri Medvedev condemned the attack and said Russia would fight terrorism "without hesitation and until the end".

"The policy to suppress terrorism in our country and the fight with terrorism will be continued," Mr Medvedev was quoted by Russian news agencies as saying.

Foreign Minister Stephen Smith condemned the "terrible acts" and said he was unaware of any Australians caught up in the attacks.

"I'm advised by Australian officials that at this stage there is no evidence or indication that Australians or other foreigners have been caught up in these explosions," he said.

"We can also vouch for the safety of all Australian officials and their families in Moscow."

Nine million passengers use the Moscow metro every day and it has been a target for terrorists in the past.

There have been four attacks on Moscow's trains in the past 15 years, including a bombing in 2004 that left more than 40 people dead.