Stroytransgaz, the contractor building the 45,000-seat venue, said in a statement it started at 1330 GMT in the stadium's stands after a welding spark ignited polystyrene debris.
"The incident has no impact on construction and the deadline for the stadium's completion," the statement said.
A spokeswoman for the local branch of Russia's emergencies ministry told Reuters authorities were probing the cause of the blaze, which she said had been put out rapidly and did not lead to any casualties.
Pictures and video footage of the fire circulated by Russian media showed thick smoke rising from the venue, which is scheduled to be completed by the end of the year.
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The fire is the third blaze reported to have hit World Cup venues under construction in Russia since June, and came hours after global soccer's governing body FIFA said Russia was on track with its preparations to host the World Cup but that much work remained to be done.
In June, a similar fire broke out at the World Cup stadium in the southern Russian city of Volgograd, which is also being built by Stroytransgaz.
The authorities attributed that blaze to lax safety regulations.
And in August, another fire broke out at a World Cup venue in Samara, which has been plagued with delays over the past months.
Russia will host the World Cup finals next summer in 12 venues in 11 cities, including Moscow, St Petersburg, Sochi and Kazan.
(Reporting by Gabrielle Tétrault-Farber; Editing by Andrew Osborn and Andrew Roche)
