The local Emergencies Ministry said there were no immediate reports of any casualties or injuries at the Donguz rail station in central Russia, the Russian news agency RIA Novosti reported.
More than 4,000 tons of ammunition exploded at Donguz, some 25 miles from Orenburg, a military spokesman said.
"Donguz has been partially evacuated, and road traffic on the Sol-Lipetsk highway has been halted," the spokesman said.
Tuesday's incident is the latest in a series of explosions involving ammunition disposal sites and firing ranges in Russia in the past few years.
Three servicemen were injured May 30 in a blast at a military range in Russia's Far East Khabarovsk Territory.