However, US military officials in the Afghan capital Kabul denied that the missiles were fired by either Nato's International Security Assistance Force (Isaf) or the US-led coalition.
"This is not true. We have no reports of missiles being fired into Pakistan," US Lieutenant Nathan Perry told AFP.
Residents told the Reuters news agency that the mud-and-brick compound had been destroyed and at least eight bodies recovered from the rubble.
The Associated Press news agency reported that at least one base hit on Wednesday was linked to Gulbuddin Hekmatyar, the Afghan leader of the Hezb-e-Islami group which has been fighting Nato and US forces in his country.
While a Pakistani security official told AFP that the two compounds were run by Zanjir Wazir, a local Hezb-e-Islami commander.
"It is not clear whether Wazir survived the attack or not, but his brother Abdur Rehman and one of their close relatives, Abdul Salam, were killed in the strike," the official said.
The US has been accused of carrying out several attacks on targets across the border in Pakistan in recent months.
Abu Khabab al-Masri, an Egyptian purported to be al-Qaeda's chemical weapons expert, was reportedly killed in a similar air raid in July.
During talks with George Bush, the US president, last month, Yusuf Raza Gilani, Pakistan's prime minister, called on the Washington not to act "unilaterally" against targets in Pakistan.
Leader shot dead
Meanwhile, Haji Namdar, the leader of the Vice and Virtue Movement, a group promoting Taliban-style rule in northwestern Pakistan, was shot dead during a meeting at his office.
"They were three men who suddenly stood up during the meeting and one of them opened fire on him," Zahir Shah, a close ally of Namdar, said.
The attacker was captured while the other two men escaped, Shah said.
Namdar escaped another attempt on his life in May when a suicide bomber blew himself up outside the office.
The Vice and Virtue Movement was among three groups banned in June when security forces launched an operation to curb the growing influence of such in the Khyber region.
The Pakistani government had opened negotiations with pro-Taliban groups in the tribal areas earlier this year, but has since launched several military operations, including an ongoing offensive in the Bajaur tribal region which has left more than 160 people dead in a week.