Bryansk governor Alexander Bogomaz said earlier that one man had died but later announced another person was killed.
“At present, two civilians have been killed by the Ukrainian armed forces,” he said on social media.
The attack took place in the Russian village of Chausy, some three miles (five kilometres) from the Ukrainian border, he said.
Russian regions bordering Ukraine have repeatedly accused Kyiv‘s forces of indiscriminate shelling.
On Wednesday, one person was reported killed and four others injured after Ukrainian shelling targeted Russia’s border region of Belgorod.