The blast took place, while the train was moving along the Zamoskvoretskaya line from Paveletskaya to Avtozavodskaya station.
Some people were killed and wounded.
Three search-and-rescue squads are now working inside the tunnel reports the Russian Emergency Situations Ministry.
All subway traffic along the Zamoskvoretskaya line, which is one of the city's busiest, has been stopped completely.
According to rescue workers, the damaged car is engulfed in smoke and flames.