A second exploded shell was found on Russian territory near the Ukrainian border, Russia's Interfax and RIA news agencies cited an unnamed source as saying on Saturday.
Russia's Investigative Committee said earlier it had ordered an investigation to be opened following Russian media reports that a Ukrainian shell had exploded in Russia's region of Rostov about 1 km from the border.
(Reporting by Tom Balmforth and Maria Kiselyova; Editing by Alison Williams)