Two of the rockets exploded when they hit a residential compound, Aljazeera's correspondent reported on Tuesday. He said the third rocket failed to detonate.
There were no reports of casualties.
The explosions occurred just outside the so-called Green Zone - the cordoned area on the west bank of the Tigris river in central Baghdad which houses the US-led occupation forces' headquarters and main facilities.
The attack is being investigated but Lieutenant Commander Nick Balice of US Central Command told Aljazeera.net the Americans had no information on the assailants.
Residents of a neighbourhood near the headquarters said at least two rockets had landed nearby. A large crater had been blown in the middle of one road, but there were no signs anybody had been wounded.
The headquarters is situated at one of Saddam Hussein's former palace complexes on the west bank of the Tigris river in central Baghdad.
Earlier, sporadic gunfire rattled over the rooftops in Baghdad, although it was unclear whether this was hostile fire or celebratory shooting by residents marking Eid al-Fitr, the end of Ramadan.
Security on the ground was intense as troops remained on alert for attacks after weekend killings of US soldiers and two bombings on police stations that killed 17 Iraqis.