The woman ran away just before the shooting started and has been arrested, reports said.
On Sunday, an armed man opened gunfire at people leaving an Orthodox church in Kizlyar, killing five and wounding four people, including police and National Guard officers.
A group that calls itself the local wing of the Islamic State extremist group has claimed responsibility.
The shooter targeted a group of people celebrating a religious Russian folk festival and injured five others.
Four women were killed on the site of the incident, while another woman subsequently succumbed to her wounds in hospital, the document added. ISIS said the killer was a "soldier of the caliphate", a man known as Khalil al-Dagestani, The New York Times reported.
"We must think of how to educate our youth, because the attacker was a very young person but already deeply confused in his views", said Orthodox Archbishop Varlaam, a top-ranking cleric in the region who led the service.
The dead and injured had been at a service to mark a celebration before Lent.
The assailant was identified as a 22-year-old man local to the region, the TASS news agency said, citing the investigative committee.
A priest from the church spoke to local Russian business newspaper RBK.
"He was carrying a rifle and a knife", he said.
Dagestan, located in Russia's North Caucasus, is an ethnically diverse and largely Muslim federal republic.
Some media outlets said there had been more than one attacker, whom they identified as a husband-and-wife team.