Aljazeera reported the explosion occurred near al-Anbar Police Directorate in al-Ramadi.
"An explosive charge was planted at an electricity poll, targeting an Iraqi police station where US forces were believed to be training Iraqi policemen," our correspondent said.
Some witnesses said the blast was a result of a roadside bomb while others said it was a rocket-propelled grenade.
The US military's central press office in Baghdad said it had not yet received reports of the incident.
"Aljazeera's team arrived at the scene of the explosion before the American forces did," our correspondent explained. "We filmed and spoke to people but when the Americans arrived, they prevented us from filming and pointed their weapons at us."
US occupation forces have been recruiting and training local police forces in an attempt to end nearly three months of lawlessness since the fall of Saddam Hussein in April.
Following the explosion, people gathered and chanted anti-US slogans and encouraged Iraqi fighters to continue resisting the occupation, our correspondent said.
The explosion came a day after Aljazeera broadcast an audio tape, believed to be by ousted Iraqi President Saddam Hussein, speaking from hiding in Iraq.
In the taped message, Saddam urged his countrymen not to help the "infidel invaders" and warned Americans to expect more bloodshed.
"Today's attack is basically a message to US forces and their Iraqi policemen," our correspondent said.
Twenty-six US and six British soldiers have been killed in Iraqi resistance attacks since US President George Bush declared major combat over on 1 May.
US officials in attempts to de-emphasize general Iraqi resentment against occupation have blamed Saddam loyalists for the resistance attacks.
Calls to resist
In Saddam's hometown of Tikrit north of Baghdad, leaflets were distributed late on Friday in the name of "the Iraq Liberation Army, the Army of Muhammad," vowing to "make the war to liberate Iraq a hellish war."
It called on former members of the Ba'ath party, Republican Guards, Special Guards, intelligence services and Fedayeen to "prove to your people that you are men and that you will spill blood to erase the shame."
It also called on Iraqis not to co-operate with the occupation forces and to keep away from them because "we will strike them and we do not want anyone of you to be harmed."
Despite two major offensives launched by US occupation troops in June to crush the hotbeds of resistance, attacks have continued unabated, raising fears they may be losing control of the situation.