Fireball in sky not a meteor, but space junk from Russia

It wasn't Santa's sleigh that Americans saw shooting across the sky, it was the body of a Russian rocket burning up as entered the earth's atmosphere.

The 'fireball' caused by a Russian rocket burning up on re-entry has excited social media. (AAP)

The body of a Russian rocket that burned up as it entered the earth's atmosphere set off a wave of excitement on social media and fuelled speculation over what caused the flash of light to shoot across western skies.

US and Russian officials declined to discuss what the rocket was used for, but experts outside of the government say it was launched as part of a project to bring materials to a space station.

They say they rocket's body likely detached from the craft bringing materials into space and burned up as it started to go out of orbit.

"It's not something people need to worry about," said David Wright, a space-debris expert who is co-director of the Union of Concerned Scientists.

The fireball seen over Arizona, Nevada and California over Tuesday night was an SL-4 rocket body booster from Russia that was launched Monday, said US Strategic Command spokeswoman Julie Ziegenhorn.

People who witnessed the burning light across the sky expressed a range of responses on social media.

Some speculated that it was a meteor, while others resorted to humour, punctuating their comments by using a rocket emoji and saying the light across the sky looked Santa's sleigh.