Russia will be investigating the death of the 21-year-old Indian medical student in the Ukrainian city of Kharkiv, Russian Ambassador-designate Denis Alipov informed on Wednesday.

Naveen Shekrappa Gyanagoudar, a fourth-year medical student at the Kharkiv National Medical University, was killed during an intense shelling at a government building while he was queuing to get groceries.

Soon after, India asked the envoys of both Ukraine and Russia to ensure "urgent safe passage" to Indian nationals who are still in Kharkiv and other conflict zones.

"I want to express our sympathy to the family of Naveen Shekarappa Gyanagoudar and to the entire Indian nation over the tragedy," Alipov said at a media briefing.

"Russia will do everything it possibly can to ensure the safety of Indian citizens in the areas of intense conflict...and a proper investigation of this unfortunate incident," he added.

Naveen hailed from Chalageri in the Haveri district of Karnataka.

On Tuesday night, Foreign Secretary Harsh Vardhan Shringla said Naveen's body has been identified and taken to a morgue in the university and that Indian authorities are in touch with the local administration in Kharkiv to bring back the mortal remains.

According to Naveen's friends, he had gone out to buy some groceries and was on a line at a shop when he was hit, Shringla said, adding the circumstances are not absolutely clear.

India is carrying out a massive evacuation mission to bring back the Indians stranded in Ukraine.