"At least 15 people have been killed, including 12 police officers and three rescue workers from Russia's emergency services ministry," a spokeswoman told Agence France Presse (AFP), adding that the dead included civilians.
And while early reports had said that more than 20 people had been wounded that figure could rise, she added.
The first blast went off at 10.30 pm (1830 GMT) near a traffic police post in Dagestan's capital Makhachkala. A car exploded as police tried to stop it for an identity check, said the spokeswoman.
One police source told the RIA-Novosti agency that the car's driver had triggered the device.
The blast sparked a huge fire and the second explosion took place after the emergency services had arrived at the scene, said the spokeswoman.
The blast damaged about 20 cars, Russian news agencies reported.
Russia is fighting an Islamist insurgency in the Caucasus, mostly in Dagestan and Ingushetia.