Darya Dugina, 29, died after an explosion on a road outside Moscow, Russia's investigative committee said.
It is thought her father, the Russian philosopher Alexander Dugin, who is known as "Putin's brain", may have been the intended target of the attack.
Mr Dugin is a prominent ultra-nationalist ideologue who is believed to be close to the Russian president.
Alexander Dugin and his daughter had been at a festival near Moscow, where the philosopher gave a lecture on Saturday evening.
The "Tradition" festival describes itself as a family event for art lovers which takes place at the Zakharovo estate, where Russian poet Alexander Pushkin once stayed.
The pair were due to leave the venue in the same car, before Mr Dugin reportedly made a decision at the last minute to travel separately.
Footage posted on Telegram appears to show Mr Dugin watching in shock as emergency services arrive at the scene of the burning wreck of a vehicle.
Investigators confirmed that Ms Dugina, who was driving the car, died at the scene near the village of Bolshiye Vyazemy.
They said an explosive device planted under the car went off and the vehicle caught fire. Forensic and explosive experts are investigating.
A Ukrainian official has dismissed accusations of Ukrainian involvement in the incident.
"Ukraine, of course, has nothing to do with this, because we are not a criminal state, which is the Russian Federation, and even less a terrorist state," said Mykhailo Podolyak, an adviser to President Volodymyr Zelensky.
Maria Zakharova, spokeswoman for Russia's foreign ministry, said in a Telegram post that if any Ukrainian link was found it would amount to "state terrorism".