The incident occurred at around 5 am Moscow time today.
The blast occurred in a brick building built in the 1980s in the village of Tymovskoye, TASS news agency reported.
Sakhalin Governor Valery Limarenko informed that rescue teams were searching for more victims under the rubble.
"Nine people were killed, including four children," the region's governor Valery Limarenko told the Rossia 24 television channel.
He said that some of the 33 people known to have lived in the building remained unaccounted for.
The emergencies ministry said preliminary information pointed to a gas leak, adding that many storeys had collapsed.
Images aired on television showed a white building with brown balconies that was partly demolished.