Two people have been killed in an explosion in eastern Poland, 12 km from the Ukrainian border, with Polish, US and western allies investigating the incident.

Russia's defence ministry has denied the explosion came from a stray missile, but Polish authorities have deemed it "most likely" Russian-made.

Foreign Minister Penny Wong said she'd spoken to Australian ambassador to Poland Lloyd Brodrick and confirmed no Australians were harmed in the blast.

She said Australia stood alongside Ukraine in condemning the attacks.

"I understand this is news that is worrying and deeply concerning to Australians ... I echo the words of the Polish prime minister, who called on all Poles to remain calm and prudent," she told reporters in Adelaide.

"We will stay in close contact with our friends and partners."

Australia is the largest non-NATO provider of support to Ukraine in its defence against the Russian invasion.

An emergency meeting was convened by US President Joe Biden on the sidelines of the G20 summit in Bali to discuss the incident.

Leaders from the US, Germany, Canada, Netherlands, Japan, Spain, Italy, France and the United Kingdom took part.

All except for Japan are members of NATO, the defence alliance that also includes Poland.

Senator Wong said she'd spoken with Prime Minister Anthony Albanese in the wake of the explosion, as he attended the G20 summit.

The missile incident could threaten an escalation of the war in Ukraine, something the foreign minister said the world feared.

"We've always been concerned - the whole world is concerned - about what is occurring in Ukraine, and the consequences of escalation and miscalculation," she said.

"If you look at what we have said, what NATO partners have said ... we are condemning the illegal and immoral invasion, but we are saying there is always the risk of escalation."

Ukraine's ambassador to Australia Vasyl Myroshnychenko said his country was expecting a response from NATO.

"It will be up to NATO to decide how to react to this," he told the Seven Network.

"As we can see, Russia is a terrorist state. It is unacceptable what they are doing and how they are making life unbearable for the civilians."

Opposition Leader Peter Dutton said he was troubled by the latest developments in the conflict.

"There are neighbouring countries who have been very worried, Poland in particular, because of the threat not just of conventional war but the prospect of nuclear war under President (Vladimir) Putin," he told Sky News.

Australian Associated Press