One officer of Russia's Federal Security Service (FSB) was killed in a shooting in central Moscow on Thursday after a single gunman opened fire outside the FSB headquarters.

The shooter has been "neutralized" by the security services but the identity of the suspect is not available. 

The FSB said several people had been wounded in the attack and described the shooting as "an act of terrorism," according to Russia media.

The shooting site, which is a short walk from the Kremlin, has been cordoned off by the police.

The attack happened shortly after the country's president, Vladimir Putin, had delivered his annual news conference.

Russian investigators said in a statement they had opened a criminal case into the attempted murder of law enforcement officers.