Russia on Saturday bombed a hardware superstore in the eastern Ukrainian city of Kharkiv, killing at least four people and wounding 38, Ukraine officials said, in an attack condemned as "vile" by President Volodymyr Zelensky.

Kharkiv regional governor Oleg Synegubov said "unfortunately there are already four dead" and "38 wounded" after two guided Russian bombs hit the store.

Two of those killed "were men who worked in the hypermarket," Synegubov said earlier in a video posted on Telegram.

Thick black smoke billowed from the gutted building of the Epitsentr DIY superstore in the northeastern outskirts of the city, as firefighters sprayed water on a blaze sparked by the strikes.

Still wearing her uniform, Lyubov, a cleaner at the hypermarket told how she escaped the building.

"It happened all of a sudden. We didn't understand at first, everything went dark and everything started falling on our heads," she said.

"It was good that my phone lit up, thanks to the flashlight I found where to go, but in front of us everything was burning already."

The Epitsentr chain sells household and DIY goods.

"As of now, we know that more than 200 people could have been inside the hypermarket," Zelensky said on Telegram, condemning the daylight attack on an "obviously civilian" target.

Russia's TASS state news agency cited a security source as claiming that a missile strike destroyed a "military store and command post" inside the shopping centre.

The regional governor said there was "no contact with some of the staff" and "according to our information, visitors could still be in the building."

Kharkiv, Ukraine's second-largest city, is just a few dozen kilometres from the border and regularly comes under attack from Russian missiles. (AFP)