"This is the second assassination attempt against me this month. They put a sticky bomb on my car but it was discovered," he told an AFP news agency correspondent at the scene.
An Iraqi soldier was among the dead, killed when security forces responded to the initial blasts.
He died after he stormed a house that was filled with explosives, General Baha al-Qaisi, Anbar's police chief, said.
"There was an explosion this morning in a house belonging to the terrorists in the Khaldiya district," he said.
"When we entered the premises, there was a second blast which caused the death of a soldier."
The police chief said they discovered a large store of TNT and other explosives but had "yet to recover the remains of the terrorists who were in the building".
The rural Khalidiya area is dominated by Sunni Arabs and is the birthplace of the Sahwa, or Awakening, in which armed locals who once fought US forces switched sides to battle al-Qaeda in Iraq.
A series of blasts rocked Baghdad on April 6, bringing down buildings and trapping people underneath the rubble of collapsed apartment blocks. The attacks left at least 35 people dead.
Violence in Iraq has fallen in the last two years as the sectarian bloodshed that followed the 2003 US-led invasion faded, but tensions increased last month after a national election resulted in no clear winner.