"It's just outside the Green Zone, which is a big challenge for the security [officials] who are inside the Green Zone and inside the parliament."
The heavily protected Green Zone houses key offices of the Iraqi government as well as the US and British embassies.
Soon afterwards, four people were killed in separate attacks in the northern city of Mosul, where bombers targeted two churches.
At least 40 people were injured, among them schoolchildren, police and medics said.
One bomb struck the Syrian Catholic Church of the Annunciation in the north of the city. The second, a car bomb, hit the Syrian Orthodox Church of Purity and a nearby Christian school in the city centre, police said.
The blasts came a week after suicide bombers targeted government buildings in Baghdad on December 8 and killed 127 people.
Nouri al-Maliki, the Iraqi prime minister, faced questions in parliament last week over those attacks.
He blamed the recent bombings on political discord, saying that disputes between political groups were putting the nation's security at risk.
He also criticised legislators for failing to provide enough money for security. Parliamentarians instead pointed to a lack of co-ordination between ministries.
Tuesday's Baghdad bombings were the fourth wave of co-ordinated attacks in four months to target official buildings in the Iraqi capital despite the security measures in place.
On October 25, the justice ministry and a provincial office were attacked, with blasts killing 153 people and injuring more than 500.
On August 19, more than 100 people were killed and hundreds injured at the foreign and finance ministries.