A Reuters reporter heard the sound of a missile flying overhead at a low altitude, about 30 kms from the capital Kyiv.
Two missiles were spotted over the territory of the Mykolaiv region, its governor, Vitaly Kim, said on the Telegram messaging app.
"Missiles are flying inside the territory of Ukraine. At least two northwest through Mykolaiv region," he said.
An air raid alert wailed across the country as people were heading to work. In the capital, people sheltered in a metro station, with some sitting on blankets and small plastic chairs.
"The first Russian missiles have been shot down," Andriy Yermak, head of the president's office said.
Russia has targeted critical infrastructure with missile and drone strikes since October, causing sweeping blackouts and other outages during winter.
DTEK, Ukraine's largest private energy producer, said it was conducting emergency power shutdowns in the capital, Kyiv, the surrounding region, and also the regions of Odesa and Dnipropetrovsk due to a danger of missile attack.
Overnight, the military said its anti-aircraft defences had shot down all 24 drones sent by Russia.
Fifteen of the drones were downed around the capital Kyiv where there were no reports of any damage.
(Reporting by Aleksandar Vasovic, Olena Harmash; Writing by Tom Balmforth; Editing by Jacqueline Wong)
