Rescue workers said they had brought 10 bodies to the surface at the Vorkutinskaya mine, owned by large Russian steel company Severstal, in the icy Komi region and were trying to recover eight other corpses.
About 250 people had been at the pit at the time of the blast, about 800 metres below the surface but most had escaped or been rescued, government officials said.
The explosion is likely to renew concerns about safety at Russia's ageing pits, where accidents are common, often because of such explosions, negligence or failure to follow safety regulations.
The Investigative Committee opened an inquiry into possible safety violations which could have caused the explosion.
In 2007, a methane blast caused one of Russia's worst recent mine disasters, killing 110 people in the region of Kemerovo. Another blast in the same region in 2010 killed more than 60.