The governor of the Russian border region of Belgorod accused Ukraine of flying helicopter gunships into Russian territory early Friday morning and targeting an oil depot, in what, if confirmed, would be the first attack of its kind.
Vyacheslav Gladkov said the airstrike set the facility ablaze and two people were injured.
Surveillance camera footage obtained by the Associated Press on Friday is said to show a missile hitting the fuel depot.
It was not immediately possible to verify the claim or images that were circulating on social media of the alleged attack.
If confirmed, it would be the first attack of its kind by Ukrainian forces inside Russia.
The depot run by Russian energy giant Rosneft is located about 35 kilometres north of the Ukraine-Russia border.
Russia has reported shelling from Ukraine before, including an incident last week that killed a military chaplain, but not an incursion of its airspace.