The source added it was “obvious” that the missile, which is designed to carry both conventional and nuclear warheads, did not carry a nuclear charge.
Asked whether Moscow fired the missile, which can hit targets thousands of kilometres away, Kremlin spokesman Dmitry Peskov said he had “nothing to say on this topic”.
Air defence units downed six missiles, the air force said, without elaborating on whether the intercontinental ballistic missile (ICBM) had been downed.
The head of the wider region where the city of Dnipro is located said the Russian aerial bombardment had damaged a rehabilitation centre and several homes, as well as an industrial enterprise.
“Two people were wounded – a 57-year-old man was treated on the scene and a 42-year-old woman was hospitalised,” the official said.
Russia and Ukraine have escalated their use of deadly long-range missiles over recent days since the United States gave permission to use its ATACMS against military targets inside Russia – a long-standing Ukrainian request.
British media meanwhile reported on Wednesday that Kyiv had launched UK-supplied Storm Shadow missiles at targets in Russia after being given the green light from London.
The defence ministry in Moscow said its air defence systems had downed two Storm Shadows, without saying whether they were downed on Russian territory or in occupied Ukraine.