The unknown attacker is understood to have opened fire in the receptions area of the FSB headquarters in the eastern city of Khabarovsk.
The second victim is thought to have been a visitor from a former Soviet country who attending a meeting in the building .
The shooting is reported to have taken place at an FSB officer in eastern Russia
An FSB spokesman said the gunman was also killed in the incident when security guards returned fire.
The spokesman said a police investigation had been launched and evidence is being gathered at the crime scene.
Armed police surround the scene of the FSB shooting
Other details are not available at this stage.
Another visitor, also said to be in the building's reception area, was injured in the shooting.