The blast occurred near a traffic police vehicle in the square outside the station.
According to the ministry, an unidentified individual detonated an explosive device at the location.
"During an inspection of the scene in the square near Savyolovsky Station and a review of CCTV footage, police officers determined that the perpetrator died at the scene," the ministry told Russian news agency Tass.
The incident took place in the early hours of Tuesday in northern Moscow.
Investigators examined the site and analyzed surveillance video to establish the circumstances.
No further details on the motive or the type of explosive device were immediately provided by authorities.