The Investigative Committee said the attack took place in Chechnya's provincial capital, Grozny, and the attacker also died in the explosion.
Chechnya's branch of the Russian Interior Ministry said in a statement that it appeared that two suicide bombers took part in the attack and four Russian servicemen were killed. There was no explanation for the discrepancy in the two accounts.
The Chechen capital has been devastated by two separatist wars since 1994, but has become more stable under the steely grip of Kremlin-backed regional leader Ramzan Kadyrov. Kadyrov, a former rebel, has recruited many ex-militants into his feared paramilitary forces, which have been accused by rights activists of arbitrary arrests, torture and killings of suspects.
Suicide bombings and other attacks still periodically occur in Chechnya, but an Islamic insurgency has spread throughout the entire North Caucasus region.
Dagestan, which neighbors Chechnya to the east, has become the epicenter of violence in recent years, with militants staging daily attacks on police and other authorities. The local branch of Russia's Interior Ministry said two police officers were killed Monday in a rebel ambush on their vehicle and another one was wounded.