A video obtained by RT's video agency Ruptly showed a crowd of people seemingly preparing to catch a person hanging from a third floor window as black smoke billows from it. People scream in terror as the young man jumps.
Local media added 100 people had been evacuated from the mall in Kemerovo, a coal-mining centre located 3,600km east of Moscow.
Austrian Chancellor Sebastian Kurz has offered his condolences to the families and friends of the victims.
The complex, which was opened in 2013, includes movie theatres, restaurants, a sauna, a bowling alley and a children's zoo.
"The roof collapsed in two theatres in the cinema", the Investigative Committee said.
Speaking to the relatives of the missing, Vladimir Chernov, a deputy governor of the Kemerovo region, said the fire had started in the children's entertainment room, where there was a trampoline with foam rubber.
"They are all taking part in the search and rescue operation".
More than 210 people and 48 units of equipment extinguished fire.
The preliminary findings of the inquiry said the fire started around 1100 GMT in one of the cinema halls and destroyed more than 1,000 square metres of the centre, news agencies reported.