Poland's President Andrzej Duda says a Polish-US investigation is underway into Tuesday's crash of a missile in the country, which he says may have been a surface-to-air missile Ukraine fired to intercept Russian strikes.

Duda likely discussed the matter on Wednesday in a meeting with US Central Intelligence Agency Director William Burns in Poland.

Police presence was heavy at the site of the missile blast in Przewodow. Reuters news agency reported on a convoy of Polish military vehicles dispatched to the site.

Local media quoted a high-ranking Polish government official as saying the area is cordoned off by about 500 police officers.

Ukraine said it wants its officials to take part in the investigation. Duda indicated that the Ukrainian participation is possible, if Poland and the US agree.