The head of a Chechen militant group is claiming responsibility for bombings on the Moscow subway Monday that killed 39 people and wounded many more.

Doku Umarov, the leader of the Islamic Emirate of the Caucasus, pictured here in 2009, has claimed responsibility for twin suicide bombings on the Moscow subway Monday that killed 39 people. (Kavkacenter.com/Associated Press)

Doku Umarov, leader of the Islamic Emirate of the Caucasus, said in a video statement released Wednesday on a website for rebel fighters that the twin suicide bombings were in retaliation for the killing of civilians by Russian security forces. He warned that attacks on Russian cities will continue.

The video was reported by the Kavkaz Centre, a media outlet for rebel fighters, and posted on YouTube.

No group has claimed responsibility for two more suicide bombings Wednesday morning that killed 12 people and injured more than 20 in the southern Russian province of Dagestan.

Security officials had suggested separatist militants from the restive North Caucasus region were behind both attacks.

Prime Minister Vladimir Putin, who vowed to drag the organizers of Monday's attacks "out of the sewer and into broad daylight," said Wednesday he wasn't ruling out the possibility that the attacks were carried out by the same group.

President Dmitry Medvedev said the attacks were "links of the same chain."

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Wednesday's attacks happened in the town of Kizlyar, near Dagestan's border with Chechnya, where Russian forces are struggling to contain a separatist insurgency.

The first blast came when an attacker detonated explosives after police tried to stop the bomber's car, Interior Minister Rashid Nurgaliyev said in televised comments.

"Traffic police followed the car and almost caught up — at that time the blast hit," Nurgaliyev said. He said the deadly cargo was headed for the centre of Kizlyar, noting that there was a law enforcement building and a school nearby.

The second blast happened as investigators and residents gathered at the scene of the blast. The second bomber — dressed in a police uniform — approached the scene and set off explosives, killing the town's police chief among others, Nurgaliyev said.

At least nine police officers were among the dead, local officials said.

The attacks in Moscow were the first confirmed terrorist attacks on the city since August 2004, when a suicide bomber detonated explosives outside a subway station.

On Tuesday, flags in Moscow were lowered to half-mast on government buildings, and commuters filled subway stations with candles and flowers as Russians mourned the victims of the subway blasts.

With files from The Associated Press