The blast occurred in the vicinity of the International Security Assistance Force compound on Monday in the capital, Kabul, said Lieutenant Colonel Karen Tissot Van Patot. She said officers were investigating the cause of the explosion and there were no immediate reports of injuries.
An Afghan police officer outside the compound, said a rocket struck inside the heavily fortified base, which is near the US embassy and other diplomatic missions in central Kabul.
Sirens wailed across the city for about 30 minutes after the blast.
After a winter lull, loyalists of Afghanistan's ousted Taliban and other fighters opposed to President Hamid Karzai's US-backed government have carried out a series of bombings and other attacks.
Meanwhile, another blast injured seven people - four in a taxi and three passersby - east of the city on a major road often used by international troops, police said on Monday.
US-led forces and Afghan troops have hit back, killing nearly 200 suspected insurgents and capturing dozens since March.
The morning blast was believed to have been the result of a remote-controlled bomb attached to a bicycle that was placed along the side of the road, said local police chief General Mohammad Akbar.
Two of the injured men were in a serious condition, Akbar said. The explosion severely damaged the car, shattering its windows, with shrapnel from the bomb piercing one side of the vehicle, which was thrown into a drain.
Akbar said an investigation was under way.