The agency said the Fregat-SB upper stage rocket was used to deliver the Russian scientific satellite Spektr-R to orbit in 2011.
"The breakdown happened on May 8 2020" between 0500 and 0600GMT, above the Indian ocean, the agency said in a statement.
"Currently we are working to collect data to confirm the quantity and orbit parameters of the fragments," it said.
The disintegration of Fregat was reported on Saturday by the Twitter account of the 18th Space Control Squadron, a US Airforce unit which tracks space debris.
It said the rocket broke up into 65 pieces but there was no indication it was caused by collision.
The Spektr-R radio telescope stopped responding to ground control in January 2019 and the mission was declared completed several months later.
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