Branded an "act of terror" by Vladimir Putin, the incident was a “deliberate attempt to kill”, according to Russian authorities.
In the event, 13 were wounded and eight remain in hospital in a city that is set to be a key venue for FIFA World Cup matches next year.
Now, video footage has emerged of the suspect, wearing a green coat and hood, entering the shop with a backpack believed by police to contain a bomb with the power of 200 grams of TNT.
He walks to the right where, unseen by the camera, he allegedly deposits the backpack.
Then he is seen walking fast as he exits the shop without the bag.
The Fontanka news agency – which released the CCTV clip – likened the explosive device to one used by a suicide bomber in St Petersburg underground in April that killed 16.
YOUTUBECCTV: A suspect behind the St Petersburg explosion has been caught on camera
“This is an act of terror”Vladimir Putin
A “homemade explosive device” packed with “killing agents” – or ball bearings – was used in the blast, according to officials.
“We know that there is several 'sleeping' or deeply hidden terrorist units in St Petersburg, and it cannot be ruled out that one of them woke up,” a source told local media.
Today, Vladimir Putin ordered the FSB to kill terrorists “on the spot” and ISIS claimed responsibility for the atrocity soon afterwards.
Putin said he yesterday ordered the FSB security service chief Alexander Bortnikov that agents should take no prisoners and shoot to kill when faced with terrorists.
He said: “I instructed the director of the Federal Security Service to act within the law, only the law, while working with these terrorists, while detaining them.
"However, if there is a threat to the lives and health of our employees, our officers, to act decisively, not to capture anyone and eliminate gunmen on the spot.”
Officially the blast has been classed as attempted murder but the probe into the explosion in the crowded supermarket is being headed by the country’s Anti-Terrorism Committee.
The FSB – successor to the Soviet-era KGB – has warned that terrorism poses the biggest threat to next year’s World Cup.
Another major security headache in 2018 is the March presidential election when Putin will seek another six years in the Kremlin.
The FSB has warned about the risk of explosions in public places and the threat from jihadis acting on lone wolf missions.
Yesterday’s attack was at a Perekryostok supermarket in the northeast of St Petersburg, Russia’s second largest city.
The attack came ten days after Vladimir Putin called Donald Trump to thank him for a CIA tip that led to the prevention of a bomb attack in the city.
The thwarted attack was believed to have been targeted at Kazan Cathedral in the city centre.