Turan Dzhavadov, spokesman for Russia's embassy in the self-declared state, said "two female tourists" from Saint Petersburg died after the blast yesterday, RIA Novosti news agency reported.
Russia's investigative committee said that some 30 Russian tourists were among "dozens" injured, wihout giving more details on their conditions.
The committee said in a statement that it was working with "the relevant authorities in Abkhazia" to determine the causes of the blast.
The huge explosion ripped through an arms store belonging to Abkhazian forces on the Black Sea coast close to an area popular with tourists.
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Russia recognised the subtropical region -- along with another province South Ossetia -- as separate countries after a brief 2008 war with Georgia.
Moscow has thousands of troops stationed in the regions in what Georgia calls a military "occupation", and supports the two provinces financially.
A traditional summer vacation draw during the Soviet period, Abkhazia remains a popular destination with Russian tourists looking for a cheap break along the country's borders.