Oksana Baulina was on site in Kyiv and filmed the bombed-out shopping mall when a Russian grenade attack struck on the same spot.
She was sent to the independent, investigative newspaper The Insider, which confirms that she was killed in the attack.
Baulina had previously worked for the anti-corruption foundation founded by opposition leader Alexei Navalny.
She turned 42 years old.
She is the sixth journalist to be killed in Ukraine since the start of the war a month ago, according to Reporters Without Borders.