"The military confirmed that their rocket has crashed," an official told AFP on condition of anonymity because of the sensitivity of the situation.
The rocket crashed into a marshy area in the northern Arkhangelsk region, home to Russia's Plesetsk military launch pad, the official said.
There were no casualties or damage, he added.
Regional authorities said in a statement that the rocket crashed seven kilometres from the launch pad.
Specialists from Plesetsk were looking into the reasons of the crash, authorities added.
Russia's space industry has suffered a series of setbacks in recent years but accidents at the Plesetsk military cosmodrome are believed to be very rare.
Amid huge sensitivities surrounding Russia's military programme, Moscow appeared to enforce a virtual blackout on the crash.
The Russian space agency declined comment. The defence ministry provided no immediate comment.
The state TASS news agency, citing military sources, said an experimental solid-fuel rocket went off trajectory after being launched from Plesetsk.
"According to preliminary information, the rocket did not have any dangerous components," a source was quoted as saying.
Independent military analyst Pavel Felgenhauer suggested that Russia's armed forces might be testing a "fundamentally new rocket fuel."
"High-energy fuel was created in the Soviet Union but then the technology was lost," he told AFP.
"The power of Russian solid-fuel rockets does not compare favourably to US-made equivalents," Felgenhauer said.
"They are heavy but do not carry much," he said.
Russia takes pride in the Soviet Union's sending the first man into space in 1961 and launching the first satellite four years earlier.
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