Russia's authorities on Friday cautioned residents of the Urals to stay away from any unidentified objects after a meteor dramatically burned up above the region, with a precious meteorite apparently plunging into a local lake.

"Russia's emergency ministry warns all residents of the Urals... not to approach unknown objects," the ministry said on its website, listing several numbers for people to use if they found something unusual.

The meteor spectacularly fell early Friday, causing blasts which blew out windows in the city of Chelyabinsk and left almost a thousand people injured.

Televised reports showed footage from the Chebarkul lake, about 60 kilometres from Chelyabinsk, where a circular hole was discovered in the ice, which regional police said was cut by a meteorite.

Local fishermen saw the falling meteor, which disintegrated into seven pieces. "One of them fell on the shore opposite of the (Chebarkul) town, whipping up a pillar of ice, water and steam," the police said in a statement.

"As a result, a giant circular ice hole eight meters (26 feet) in diameter was formed," the report said. Police secured the area and specialists measured radiation, which was normal, it said.

Pictures on the police website showed people standing around looking at the ice hole. One also showed a tiny rock about one centimetre in diameter, laying on ice next to a ruler.

Several such fragments, "hard, black pieces, which look like rock segments," have been recovered, police said.

Classified ad websites quickly had notices put up by enterprising or jestering Russians, offering pieces of the new meteorite for sale. "Two vans of the Chelyabinsk meteorite," said one notice, posted in the "jewelry" section of a Russian website Avito. "Price can be negotiated."

The regional emergency ministry said it had sent people to the Chebarkul area but could not confirm the hole in the ice was caused by an object from space. It also asked people not to panic and keep warm by closing shattered windows with plywood and plastic.

"It's a hole in ice, we have sent a team to inspect it, but I cannot confirm it's from a meteorite," spokesman of the Chelyabinsk branch of the emergency ministry Vyacheslav Ladonkin told AFP.