Ukraine's 72nd Separate Mechanized Brigade, the Prosecutor General's Office, police and the regional prosecutor's office confirmed the killings, according to Glavkom, Dumka, Suspilne Kharkiv and BBC Ukrainian.
The attacker shot one service member in the head at the entrance to a private house in the village of Kutuzovka, then continued firing inside and fled, Ukrainian journalists reported. All those killed died from gunshot wounds to the head, TV Rain reported.
In the neighboring village of Momotovo, another service member from a motorized infantry brigade was wounded.
"According to preliminary information, persons who were probably citizens of the Russian Federation may be involved in what happened," the 72nd Brigade said.
According to Glavkom, the attacker may have been one of two Russian service members who had earlier escaped from captivity in the Kharkiv region. Suspilne Kharkiv and BBC Ukrainian confirmed this information, citing sources.
Reports also appeared in public pages in the Dnipropetrovsk region about the escape of a Russian citizen held in captivity, Mikhail Lebedkin, from a detention site in the Zaporizhzhia region. There is no official confirmation that he is the one suspected of killing the Ukrainian service members.
Ukraine's Prosecutor General's Office said it is checking several versions of what happened. In particular, it is establishing whether the attacker could have been connected to a sabotage and reconnaissance group of the Russian Armed Forces.
Valeriia Chirina, a representative of the Kharkiv regional prosecutor's office, said a search for the attacker is under way.
Sources differ: Glavkom reports two Russians who escaped from captivity, while public pages in the Dnipropetrovsk region mention only Mikhail Lebedkin. None of the outlets cited official confirmation that the Russian who escaped from captivity is the suspect in the killings.