The fire started near fuel storage tanks, the group said.
Saky CHP plant came under attack overnight, with Crimean Wind recording 16 explosions within an hour and reporting visible smoke.
The plant has an electrical capacity of 149.4 megawatts and is the main producer of thermal energy in Saky.
Situation in Crimea: What is known
Crimea’s fuel crisis intensified in June amid systematic Ukrainian strikes on Russian oil infrastructure and logistics facilities, according to Ukrainian reports.
Long traffic jams have been reported at the exit from Crimea. Russian-installed authorities have announced the closure of children’s camps, while the tourist season has been effectively disrupted.
Krymenergo, the Russian-controlled energy provider in Crimea, announced “temporary power supply interruptions” on the peninsula June 25.
Drones have attacked Crimea almost every night, with explosions reported in various cities.
Ukrainian forces have reported strikes on Russian military sites, power substations and oil terminals, among other targets. Ukraine’s Defense Forces have also targeted bridges and crossings connecting Crimea with temporarily occupied territories in southern Ukraine.
Russian-installed authorities declared a state of emergency in Crimea on June 26.