Ukraine's Sumy border region -- from where Kyiv's troops launched last year's major cross-border offensive into Russia's Kursk region -- has come under intensifying attacks in recent months after Moscow recaptured its territory.

"Six soldiers were killed and more than 10 wounded as a result of the attack, while they carried out exercises at a military shooting range," Ukraine's national guard said in a Facebook post, adding that an investigation has been opened into the incident.

Russia's defence ministry had on Tuesday evening said it had launched a ballistic missile attack on the site.

"During reconnaissance activities ... a training camp" for Ukranian special forces was "detected," it said in a social media post.

"Based on the received coordinates, an Iskander missile strike was launched."

Russia also published footage showing the hit on what it said was a training camp in a wooded area.

Aerial footage showed one strike, sparking a large fire and sending a plume of thick black smoke billowing into the air.

"An internal investigation into the incident is underway. The commander of the military unit has been suspended, and the necessary information has been passed on to law enforcement agencies," Ukraine's national guard said.