The man, who worked as a security guard at a private firm, was detained after the shooting and his motives were not immediately clear, Russia's Investigative Committee said in a statement.
A nun and a worshipper died in the attack. The wounded sustained various injuries but their lives were not in danger, said the statement.
The incident occurred in the Southern Sakhalin region, which was seized from Japan along with the Kuril Islands by Soviet forces at the end of World War II.
The offshore zone of Sakhalin Island provides Russia with most of its liquified natural gas (LNG).
Russia has stepped up security across the vast country for the Winter Olympic Games in the Black Sea resort city of Sochi, located about 7,500 kilometres west of Sakhalin Island.
Islamic militants who want to carve out their own state in the North Caucasus near Sochi have threatened to disrupt the Games with attacks aimed at embarrassing Russian President Vladimir Putin.
The Sochi Games officially opened on Friday amid tight security that has seen 37,000 soldiers and police deployed in a so-called "ring of steel" around the city.
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