The explosion at the market occurred at 10:27 a.m. Moscow time (6:27 a.m. GMT), the Emergency Situations Ministry said.
The ministry said about 100 square meters of roofing had been destroyed.
"About 100 square meters of roofing from the two-storey market came down," a ministry spokesman said.
Moscow's rescue services reported that as many as 25 people were affected.
A police source said two explosions took place at the sprawling clothes market, occurring 15 minutes apart.
Earlier police reports said a gas cylinder exploded, causing a fire at the market.
Firefighters and rescuers are working at the scene, which has been cordoned off.