The launch was the latest sign of rapidly mounting tensions in the 33-month-old war after Ukraine fired US and British missiles at targets inside Russia this week despite warnings by Moscow that it would see such action as a major escalation.
Security experts said that, if confirmed, it would be the first military use of an intercontinental ballistic missile (ICBM) - strategic weapons designed to deliver nuclear warheads and are an important part of Russia's nuclear deterrent.
The Ukrainians did not specify what kind of warhead the missile had or what type of missile it was. There was no suggestion it was nuclear-armed.
Russia did not immediately comment on the Ukrainian air force statement.
Tensions have risen as 1000 days passed since Russia launched its full-scale invasion of Ukraine. (AP PHOTO)
Asked by reporters about the air force statement, Kremlin spokesman Dmitry Peskov told reporters to contact the Russian military for comment.
Ukrainska Pravda, a Kyiv-based media outlet, cited anonymous sources saying the missile was an RS-26 Rubezh, a solid-fuelled intercontinental ballistic missile with a range of 5800km, according to the Arms Control Association.
The RS-26 was first successfully tested in 2012, and is estimated to be 12 metres long and weigh 36 tonnes, according to the Centre for Strategic and International Studies.
It said the RS-26 could carry an 800kg nuclear warhead.
The Russian missile attack targeted enterprises and critical infrastructure in the central-eastern city of Dnipro, the air force said.
The air force did not say what the ICBM had targeted or whether it had caused any damage, but regional governor Serhiy Lysak said the missile attack caused damage to an industrial enterprise and set off fires in Dnipro. Two people were hurt.
Russia also fired a Kinzhal hypersonic missile and seven Kh-101 cruise missiles, six of which were shot down, the Ukrainian air force said.
Ukraine fired British Storm Shadow missiles into Russia's Kursk region, a Russian official says. (AP PHOTO)
"In particular, an intercontinental ballistic missile was launched from the Astrakhan region of the Russian Federation," it said.
Astrakhan is more than 700km from the Ukrainian city of Dnipro.
Defense Express, a Ukrainian defence consultancy, asked whether the United States, Kyiv's main international ally, had been informed about the missile launch before time.
"It is also a question of whether the United States was warned about the launch and its direction, as the announcement of such launches is a prerequisite for preventing the triggering of a missile warning system and the launch of missiles in response," Defence Express wrote.
The NATO military alliance did not immediately respond to a request for comment.
Russian war correspondents on Telegram and an official speaking on condition of anonymity said Kyiv fired British Storm Shadow cruise missiles into Russia's Kursk region bordering Ukraine on Wednesday.
A spokesperson for Ukraine's General Staff said he had no information and the extent of any damage caused was not clear.
Ukrainians this week held memorial ceremonies to mark 1000 days of the war. (AP PHOTO)
Russia's defence ministry, in its daily report of events over the previous 24 hours on Thursday, said air defences had shot down two British Storm Shadow cruise missiles.
Ukraine fired US ATACMS missiles into Russia on Tuesday after US President Joe Biden gave the all-clear to use such missiles, two months before he leaves office and Donald Trump returns to the White House.
Russian President Vladimir Putin on Tuesday lowered the threshold for a nuclear strike in response to a broader range of conventional attacks.
Trump has said he will end the war, without saying how, and criticised billions of dollars in aid for Ukraine under Biden.
The warring sides believe Trump is likely to push for peace talks - not known to have been held since the war's earliest months - and are trying to attain strong positions before negotiations.
Moscow has said repeatedly that the use of Western weapons to strike Russian territory far from the border would be a major escalation in the conflict.
Kyiv says it needs the capability to defend itself by hitting Russian rear bases used to support Moscow's invasion.
