The blast occurred early on Thursday morning between the main peacekeeping base and the presidential palace south of the Afghan capital.
The International Security Assistance Force (ISAF) was investigating the blast, which occured south of the ISAF headquarters on Christmas Day.
"A wall was damaged and windows were broken, but there were no casualties," said an ISAF spokesman. "We still do not know the reason for the explosion."
Blasts are relatively common in the Afghan capital, although most recent attacks have caused no casualties and little damage.
Taliban remnants blamed
Authorities are quick to blame remnants of the ousted Taliban and allied Islamic guerrillas, but they rarely provide any proof.
The Taliban, toppled from power two years ago by a US-led war, has declared a "jihad", or holy war against foreign troops and the US-backed government of President Hamid Karzai.
It has also voiced its objection to the constitutional Loya Jirga, or Grand Assembly, underway in the capital.
Delegates from across the country have gathered to debate a new constitution that will pave the way for presidential elections in June next year.