Belgorod has been targeted by Ukraine for months and was the scene of an unprecedented attack last week that killed 25 people.
"Four missiles were destroyed over the Belgorod region by air defence systems on duty," the Russian army said.
It said the attack happened at around 12:00 pm local time (0900 GMT).
It said Kyiv fired "Vilkha" ballistic missiles.
The army later said it downed another five missiles of the same type over the region.
Belgorod governor Vyacheslav Gladkov said Ukraine also struck border villages with artillery fire and drones.
He said one woman had been wounded.
Meanwhile, Russian strikes on Ukraine's capital, Kyiv, and the northeastern city of Kharkiv killed at least five people.
Russian President Vladimir Putin on Monday vowed to intensify strikes on Ukraine. The military campaign has dragged on for nearly two years.
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