The authorities said they had opened a murder investigation into the death of the woman, Daria Dugina (29), after a Toyota Land Cruiser exploded on a highway 20 miles west of Moscow and burst into flames, scattering pieces across the road. State news media identified her as the daughter of Aleksandr Dugin, an outspoken supporter of Russia’s war in Ukraine, whose car she was driving.

There was no immediate claim of responsibility for the incident. Russian news media said that associates of Mr. Dugin believed that he, not his daughter, was the target.

The blast occurred shortly after Dugina left the “Tradition” cultural festival at an estate where her father had given a lecture. The two were expected to leave together but instead got in different cars, a friend said.

Five minutes later, a bomb exploded in the car Dugina was driving, killing her immediately.

Witnesses said debris was thrown all over the road as the car was engulfed in flames before crashing into a fence.