It was not immediately clear what caused the blast.
A witness at the scene told Reuters that masked gunmen with backpacks attacked the army headquarters after the explosion.
A Reuters witness said other smaller explosions came from the headquarters after a first larger blast and that security forces were converging on the scene.
Burkina Faso, like other countries in West Africa, has been targeted sporadically by jihadist groups operating across Africa’s Sahel region.
Suspected jihadists killed at least 18 people in August 2017 during a raid on a restaurant in Ouagadougou and militants have targeted Burkinabe security forces along its remote northern border region with Mali.
Al Qaeda in the Islamic Maghreb claimed responsibility for an attack on a restaurant and hotel in Ouagadougou in January 2016 in which 30 people were killed.
Five regional countries launched a new taskforce in 2017 to tackle Islamist militants in the zone, to which international donors have committed a half-billion dollars. (Reuters/NAN)