The alleged Ukrainian missile fell along Belarusian territory. (Photo courtesy of Telegram/@belarusian_silovik)
President Alexander Lukashenko "was immediately informed", said a statement posted on a Telegram channel close to the presidency.
It said an S-300 missile from Ukrainian territory landed between 10 am and 11 am local time (0700 GMT and 0800 GMT), but gave no location.
According to two possible leads considered by the authorities, the missile either deviated from its trajectory or was shot down by Belarusian air defenses.
The statement said there was no information yet about possible injuries or casualties.
In November, a missile landed in a village in NATO member Poland and killed two people, also sparking concern the US-led alliance would be drawn into the conflict in Ukraine.
Russia denies having fired the missile, while Warsaw said it was likely caused by a Ukrainian air defense missile launched to intercept Russian attacks.
Russia had used the Belarusian territory as a launching pad for its Ukraine offensive.
In October, Belarus said it was establishing a joint regional force with Moscow, with several thousand Russian servicemen arriving in the ex-Soviet country.
The move has fuelled concern Minsk could also send troops to Ukraine.
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