MOSCOW (AFP) - A female suicide bomber killed 16 people Sunday in a strike on the main train station of the southern Russian city of Volgograd that heightened security fears just six weeks before the Sochi Olympic Games.

Investigators said the unidentified woman set off her charge after being stopped by a police officer at the metal detectors of the central entrance to the station when it was packed with people travelling to celebrate the New Year.

Footage captured by a nearby camera showed a huge orange fireball blow out the heavy front doors and windows from the grey stone three-storey building.

Thick billows of smoke then poured out as people scattered along the rain-soaked street.

Russia's Investigative Committee spokesman Vladimir Markin said officials had launched an inquiry into a suspected "act of terror" - the deadliest attack in Russia for almost three years.

"A suicide bomber who was approaching a metal detector saw a law enforcement official and, after growing nervous, set off an explosive device," Mr Markin said in televised comments.

Doctors and the police said 16 people were killed and nearly 45 injured by the explosive equivalent of more than 10kg of TNT.

The lifenews.ru website published a picture of what it said was the head of the young female bomber lying amid a pile of debris with her long brown hair spread across the floor.

The website identified the bomber as a woman named Oksana Aslanova who had been married to two different Islamists killed in battles with federal forces in the North Caucasus.

Female suicide bombers are often referred to in Russia as "black widows" - women who seek to avenge the deaths of their family members in the fighting by targeting Russian civilians.

The city of Volgograd - known as Stalingrad in the Soviet era - was already attacked in October by a female suicide bomber with links to Islamists in the nearby volatile North Caucasus.

The Oct 21 strike killed six people aboard a crowded bus and immediately raised security fears ahead of the Feb 7 to Feb 23 Winter Olympic Games in Sochi.

The Black Sea city lies 690km south-west of Volgograd and in direct proximity to the violence in North Caucasus regions such as Dagestan and Chechnya.

Militants are seeking to impose an Islamist state throughout Russia's North Caucasus. Their leader Doku Umarov has ordered rebels to target civilians outside the region and disrupt the Olympic Games.

President Vladimir Putin, who has staked his personal reputation on the Games' success, was "immediately" informed of the attack, the Kremlin said.

"Vladimir Putin ordered ministers and the heads of security agencies to take all measures necessary to establish the causes and circumstances of this act of terror, catching and bringing to justice those who stand behind it," Kremlin spokesman Dmitry Peskov told reporters.

Militant attacks have become part of daily life in the mainly Muslim North Caucasus but the Volgograd blast will be a particular concern to the authorities as the bomber struck a city of over one million in the Russian heartland.

Sunday's strike is Russia's deadliest since a suicide bombing at Moscow's Domodedovo airport killed 37 people in January 2011.

Russia's Interior Ministry said separately that it was immediately stepping up security at all the nation's main train stations and airports.

"These measures involve a greater police presence and more detailed passenger checks," an Interior Ministry spokesman told the Interfax news agency.

The Russian authorities have repeatedly vowed to take the highest security precautions in Sochi. There have been few indications to date of foreign sports fans cancelling their attendance out of security fears.

Female suicide bombers have repeatedly struck Russian targets during Mr Putin's 14-year rule.

Umrarov dispatched two women to set off blasts at a pair of Moscow metro stations in March 2010 that killed more than 35 people.

So-called black widows were also responsible for killing more than 90 people when they took down two passenger jets that took off from a Moscow airport within minutes of each other in 2004.