Ukrainian police said Voronenkov was shot and killed at the entrance of an upscale hotel in the center of Kyiv on Thursday around midday local time (1000 UTC).
State news agency Ukrinform reported his bodyguard had managed to wound the assailant, who was now in hospital. Police said the bodyguard had also been wounded and was hospitalized.
The former Russian lawmaker, 45, who had belonged to the Communist faction in the lower house of the Russian parliament, had moved to Ukraine from Russia last year, saying that he was being persecuted by security authorities. He had been wanted for fraud in Russia following his departure.
He was married to opera singer Maria Maksakova, also a former lawmaker who belonged to the United Russia party of President Vladimir Putin. She moved to Ukraine with her husband.
After leaving Russia and taking Ukrainian citizenship, Voronenkov had voiced vehement criticism of Moscow's annexation of Crimea in March 2014 - although he had voted in favor of it at the time - and the Kremlin's involvement in a pro-Russian insurgency in eastern Ukraine.
He was also considered a witness in Ukraine's treason case against its former pro-Moscow president, Viktor Yanukovych, who was ousted in early 2014 amid mass protests calling for closer ties with the European Union. Yanukovych has been accused of ordering the use of violence to suppress the protests.
A number of Putin opponents have died or become seriously ill in recent years under mysterious circumstances, frequently leading to allegations that the Kremlin is behind the incidents. The Kremlin has never declared any involvement.
This time, too, Ukraine was quick to put the blame on Russia, with President Petro Poroshenko calling the killing an act of "state terrorism" by Moscow.
Ukraine's General Prosecutor Yuriy Lutsenko described it as a "typical show execution of a witness by the Kremlin."
Russian news agencies reported that Moscow, in its turn, had swiftly dismissed the allegations.
"We believe that any insinuations that can already be heard about a so-called Russian connection are absurd," spokesman Dmitry Peskov was quoted as saying.
In his statement, Peskov said Putin had been informed of Voronenkov's killing and had expressed the hope that the affair could be solved by Ukrainian authorities.
tj/se (Reuters, AP, AFP)