The official IRNA news agency quoted Hossein Khosheghbal, the governor of Kermanshah, as saying: "Three people were injured at a bomb blast at the Kermanshah's governor's office on Monday."
The explosion broke some of the building's windows and caused minor damage. There was no immediate claim of responsibility.
IRNA said there was another blast in the western part of Kermanshah, but it has yet to be officially confirmed as a second bombing.
Kermanshah lies in Iran's volatile western borderlands which have simmered with unrest among the Kurdish minority for almost 12 months.
Government leaders in Iraq's Kurdistan say Iran has attacked Kurdistan Workers Party (PKK) guerrillas in Iraq three times in late April and early May.
The PKK, seeking a Kurdish homeland, accuses Ankara and Tehran of mounting coordinated attacks against it and its Iranian wing, PJAK.