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The Moscow-installed regional governor Mikhail Razvozhayev said the gunman opened fire on his fellow soldiers, killing one and wounding another.
He then went on to kill three civilians in the village of Khmelnytske - two men, aged 71 and 59, and a 64-year-old woman. Three other people were also injured.
The attacker has been detained and the motive behind the shooting was being investigated, Razvozhayev said.
He has not been publicly identified and local officials have not released information about which branch of the Russian armed forces he was serving with.
It was unclear whether the death toll was expected to rise. Razvozhayev said doctors were "doing everything possible to save" people injured in the attack.
He also urged people to rely solely on official information and not to "spread unverified rumours" about the motives behind the shooting or the attacker's identity.
Russia has controlled Ukraine's Crimean peninsula since 2014.
The vast majority of the international community reject the annexation, considering it instead as occupation of Ukrainian land.
Russia maintains a large military presence there, which Ukraine has targeted with drone and missile strikes.
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