RIA agency says at least three people in camouflage gear opened fire, while Tass reports a blast and a fire

Notably, US embassy made a statement that extremists have imminent plans to target large gatherings in Moscow, to include concerts, and US citizens should be advised to avoid large gatherings a couple of weeks ago.

https://ru.usembassy.gov/security-alert-avoid-large-gatherings-over-the-next-48-hours/