I was returning to my vehicle from shopping inside of Target, in Roseville.
I had just gotten in my vehicle when a light in the dark night sky caught my eye (my vehicle was facing the direction of the object). It was extremely difficult to tell the distance of the object. It passed between two light polls in the parking lot, but it didn't pass behind or in front of them so I couldn't gauge if the object was very small or large. If it was small, it was perhaps the size of a basketball and above the parking lot - about 3 rows of cars away. If it was much larger it was about 2-3 blocks away, about where Hamline Ave. is, or slightly farther, and larger than a house. From my vantage point, it was above the treeline in the distance.
The object looked like is was on fire, but not a fire ball. While I watched it before it disappeared, The flames seemed to go across the front of the object twice from left to right (in the direction it was traveling). As soon as the flames would reach the right side, they began again on the left. The object was traveling south at slight incline of about 15 degrees.
The thought did cross my mind that the object could be something that was burning that was flying through the air, but it seemed to be rather large for an escaped piece of burning paper or something (and it was quite cold that night, so I doubt that someone was outside having a bonfire, not to mention that there are no houses to the north of Target, where this object may have originated from - if the object was indeed small).
As I watched the object, from the moment I saw it, I was trying to figure out what exactly it was. It wasn't until it suddenly disappeared that I thought that it could have been a UFO of some sort, and I didn't have enough time to react and take a picture or video before it was gone. This all happened within about 10 seconds before it was gone.
Other people were present in the parking lot going to their cars, but I don't know if they saw the object. It was a very cold night where people weren't lingering long to get to and from their cars.
(Please excuse my crude diagram - drawn from memory.)