But Associated Press said a steel pipe sound bomb exploded on Wednesday in the capital Manama. The bomb went off in the evening without causing any casualties and police defused a second similar device, according to the interior ministry.
In a statement read on state television, the ministry said a "sound bomb" had exploded in the evening in al-Adliyah, a district known for fashionable restaurants and cafés that attract affluent Bahrainis and expatriates.
The bomb was made in a steel pipe that was left in an empty side street, the ministry said.
The statement did not give more details on where exactly the explosion occured, nor did it say whether it inflicted damage.
Jeff Breslau, a spokesman for the US Navy's Fifth Fleet, which is based in Bahrain, said he had heard reports of a blast but said local authorities were handling the incident.
A Reuters photographer who went to the area where the stun grenade exploded said there were no signs of damage or any heightened security.
The least wealthy of the Gulf Arab oil producers, the island state of Bahrain, has a history of political and sectarian tension.