Russia's Black Sea navy in the Crimean port of Sevastopol on Friday, causing a fire, local governor Mikhail Razvozhayev wrote on the Telegram messaging app.
Separately, Russia's defence ministry said one serviceman was killed in the attack, while air defences had downed a total of five missiles.
Razvozhayev said that although no further strikes were expected, locals were being urged to avoid the city centre where the navy building is located. Firefighters were at the site, he said, and some roads were closed.
Razvozhayev said there were no civilian casualties or damage to civilian infrastructure.
Crimea, which Russia seized and annexed from Ukraine in 2014, has been a frequent target of Ukrainian attacks in the course of the 19-month-old war.
Russian-installed authorities said air defence downed another missile on Friday near the town of Bakhchysarai.