Yekaterina Nekrasova, from Moscow, swam 85m beneath the ice on Lake Baikal, the world’s deepest and oldest lake, The Siberian Times reported.
Ms Nekrasova, 40, breaststroked through the freezing water without flippers or a wet suit.
Footage shows her complete the swim between two holes in the 25cm-thick ice.
“Eighty-five meters! A world record!” someone can be heard to shout as she emerges from the water.
State media said Ms Nekrasova accomplished the record at an annual Orthodox Christmas swim meeting on Lake Baikal next week.
It did not say whether the Russian Book of Records or Guinness World Records were on hand to document her achievement, The Moscow Times reports.
Ms Nekrasova beat the current under-ice swim record of 70m, which was set by Amber Fillary, from South Africa, in November last year.
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