Police said the incident occurred late Thursday evening, when a 19-year-old was killed and his two 21-year-old friends wounded. All the victims are believed to be from the Republic of Ingushetia, in Russia's North Caucasus.
The incident is being investigated and a search is underway, the spokesman said.
"One of the versions for the incident being checked is an engage of fire between the young men and soldiers," the source said.
Officials refused to comment on the reports.