"It was a home-made device that exploded," the spokesman said.
Interfax news agency, quoting an emergency situations ministry official, said the blast was linked to fireworks stored inside a market stall that was selling underwear.
"Four women who were near the stall stuffered wounds and burns, according to initial reports," the official said.
Elsewhere in Russia on Saturday, five people, four of them police officers, were injured in explosions set off by anti-government fighters.
In a separate incident in the same province - Kabardino-Balkariaya - police tracked down a suspected fighter on Saturday.
He refused to surrender and was killed in a skirmish, the regional office of the interior ministry said.
The ministry's branch in Dagestan, in the northern Caucasus, said three police officers were injured on Friday when their vehicle hit a radio-controlled landmine laid by fighters on the outskirts of the provincial capital, Makhachkala.
In neighbouring Chechnya, a police officer and a civilian were wounded on Saturday by an explosive device left by fighters at a construction site, the regional branch of Russia's interior ministry said.
Large-scale battles in Chechnya ended years ago, but small groups of fighters stage regular attacks against authorities.