Ukrainian President Volodymyr Zelenskyy has released video of the moment a Russian missile struck a shopping mall, in an attack which has so far claimed 18 lives.

Zelenskyy released the video during a speech to the Ukrainian people and it shows the moment the large missile appears out of a blue sky, slamming into its target and producing a massive explosion.

"Today, I want to end this address with one such piece of evidence," Zelenskyy said as he showed the video, "so that no one dares to deceive about the missile strike at the shopping mall in Kremenchuk. The Russian missile hit this very object, purposefully. Obviously, that was the order."

Ukrainian State Emergency Service firefighters work to take away debris at a shopping center burned after a rocket attack in Kremenchuk, Ukraine. Photo / AP

The missile, identified online as a KH 22 missile usually used to target ships, caused massive damage to a widespread area, with other angles showing locals running from the explosion.

Kateryna Romashyna, a local resident, told The Associated Press that she had just arrived at the mall when an explosion knocked her down. When another blast came about 10 minutes later, she realised she needed to get away.

"I ran away from the epicentre with all of my strength," she said. Fighting back tears, she added: "You have to be a real monster" to strike a shopping mall.

A police officer writes a report as a man wounded by the Russian attack at a shopping centre tells her about the attack in a city hospital in Kremenchuk. Photo / AP

Many of those inside quickly fled the building when an air raid siren sounded and took shelter across the street, Ukrainian Interior Minister Denis Monastyrsky said. Several of the bodies of those who didn't make it out in time are burned beyond recognition, he said.

In addition to the 18 killed, authorities said 59 were wounded, while 21 people were still missing.

The attack recalled strikes earlier in the war that hit a theatre, a train station, and a hospital. Zelenskyy called it "one of the most daring terrorist attacks in European history."

- Additional reporting, Associated Press