"According to preliminary investigation data, a 14-year-old girl brought a pump-action shotgun to school, from which she fired shots at her classmates," Russia's Investigative Committee said in a statement.
Investigators were working to establish the motive, the statement said.
Regional governor Alexander Bogomaz called it a "terrible tragedy".
He said the five people wounded were all children with mild or moderate injuries.
The news outlet Mash published what it said was a photograph of the dead shooter, sprawled on the floor and dressed all in black. It said she was also armed with a hunting knife.
The photo appeared to show a long-handled knife tucked into her right boot.
Guns are normally tightly controlled in Russia, but Bryansk is one of several southern regions that have seen cross-border attacks in the course of the war with Ukraine, and where Moscow has encouraged the formation of self-defence units.
"Together with law enforcement agencies, we are determining the circumstances under which the student was able to obtain and bring a weapon to school," Bogomaz said.
Russia has seen several school shootings in recent years.
In 2018, an 18-year-old student killed 20 people, mostly fellow pupils, in a mass shooting at a college in Russian-occupied Crimea, which Moscow seized from Ukraine in 2014.
In September last year, a gunman with a swastika on his T-shirt killed 15 people, including 11 children, and wounded 24 at a school in Izhevsk where he had once been a pupil, and then committed suicide, investigators said.
with agencies
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