The air force reported the launch after Ukraine fired US and British missiles at targets inside Russia this week despite warnings by Moscow that it would see such action as a major escalation in the 33-month-old war.
Russia, which invaded Ukraine in February 2022, did not immediately comment on the air force statement on Thursday.
Intercontinental ballistic missiles (ICBMs) are strategic weapons designed to deliver nuclear warheads and are an important part of Russia's nuclear deterrent.
The Ukrainians did not specify what kind of warhead the missile had or what type of missile it was.
Tensions have risen as 1000 days passed since Russia launched its full-scale invasion of Ukraine. (EPA PHOTO)
There was no suggestion it was nuclear-armed.
The Russian missile attack targeted enterprises and critical infrastructure in the central-eastern city of Dnipro, the air force said.
The air force did not say what the ICBM had targeted or whether it had caused any damage, but regional governor Serhiy Lysak said the missile attack caused damage to an industrial enterprise and set off fires in Dnipro, with two people injured.
Russia also fired a Kinzhal hypersonic missile and seven Kh-101 cruise missiles, six of which were shot down, the Ukrainian air force said.
"In particular, an intercontinental ballistic missile was launched from the Astrakhan region of the Russian Federation," it said, without specifying say what kind of ICBM was fired.
Defense Express, a Ukrainian defence consultancy, asked whether the United States, Kyiv's main international ally, had been informed about the missile launch ahead of time.
Ukraine fired British Storm Shadow missiles into Russia's Kursk region, a Russian official says. (AP PHOTO)
"It is also a question of whether the United States was warned about the launch and its direction, as the announcement of such launches is a prerequisite for preventing the triggering of a missile warning system and the launch of missiles in response," Defence Express wrote after the air force statement.
Tensions have risen this week as the 1000th day of the war passed.
Russian war correspondents on Telegram and an official speaking on condition of anonymity said Kyiv fired British Storm Shadow cruise missiles into Russia's Kursk region bordering Ukraine on Wednesday.
A spokesperson for Ukraine's General Staff said he had no information and Russia did not immediately confirm the strikes.
The extent of any damage caused was not clear.
Ukraine fired US ATACMS missiles into Russia on Tuesday after US President Joe Biden gave the all-clear to use such missiles, two months before he leaves office and Donald Trump returns to the White House.
The US embassy will reopen in Kyiv after being closed because of a threat of an air attack. (AP PHOTO)
Trump has said he will end the war, without saying how, and criticised billions of dollars in aid for Ukraine under Biden.
The warring sides believe Trump is likely to push for peace talks - not known to have been held since the war's earliest months - and are trying to attain strong positions before negotiations.
Moscow has said repeatedly that the use of Western weapons to strike Russian territory far from the border would be a major escalation in the conflict.
Kyiv says it needs the capability to defend itself by hitting Russian rear bases used to support Moscow's invasion.
The United States shut its embassy in Kyiv on Wednesday as a precaution because of what it called the threat of a significant air attack.
It later said the embassy would reopen on Thursday.
