Russian news reports said the assailants also used explosives, causing a massive blaze at the Crocus City Hall on the western edge of Moscow on Friday.
Russia’s Ministry of Health said some of those injured have already been admitted to medical facilities.
A video posted on social media showed huge plumes of black smoke rising over the building in the Krasnogorsk suburb in the north of the Russian capital, which can hold several thousand people and has hosted top international artists.
Russian media reported that three to five people in combat fatigues had fired weapons into the crowd who were attending a concert of the rock band “Picnic”.
A journalist for the RIA Novosti news agency who was at the scene said the gunmen opened automatic fire and threw a grenade or incendiary bomb. Fire quickly spread through the concert hall.
“People who were in the hall were led on the ground to protect themselves from the shooting for 15 or 20 minutes,” the journalist was quoted as saying.
People started crawling out when it was safe, the journalist reported, adding that security forces were at the scene.
Russian rescue services have evacuated about 100 people from the basement of the Crocus City Hall, but there are still people on the roof, Russian news agencies reported.
Media reports said firefighting crews had contained the fire, while the National Guard was searching for the perpetrators.
