Russian authorities said the bomb was carried out at a train station in Volgograd, in southern Russia.
Of the injured, 33 were hospitalized, with eight in serious condition and one in "extremely serious condition," Oleg Solagai, a spokesman for the Russian health ministry, told Russian news agency Rossiya24.
Authorities said the death toll may rise, with a 9-year-old girl among the injured and a police officer among the dead.
The female suicide bomber was possibly identified by a severed head found at the scene believed to be hers, a Volgograd law enforcement source told Russian news agency Interfax.
The city was the site of an October bus bombing that killed seven, which was also said to be carried out by a female suicide bomber.
Russian Russian news site Caucasian Knot reports there have been 32 terrorist attacks in the year leading up to the Sochi Olympics.
Rachel Zarrell is a news editor for BuzzFeed News and is based in New York.
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