The clash occurred when police stormed a house in the town of Buinaksk, said Andrei Chatsky, a spokesman for the Russian National Antiterrorist Committee.
Earlier reports by Russia's investigative bodies had said that only four militants, and the owner of the house where the clash took place, were killed.
The committee said in a statement that the nine fatalities included 50-year-old Bammatkhan Sheikov, a prominent warlord who was said to be competing to oversee all militant operations in Dagestan.
The committee said those members of the group slain in Tuesday's raid were responsible for "dozens of murders of peaceful citizens."
Dagestan, in the North Caucasus, has become an epicenter of violence, with Islamist rebels targeting police and other officials in near-daily shootings and bombings.
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