The blast, which occurred about 3.30pm local time on Friday, left at least a dozen people injured amid fears "hundreds" had died.
There were, however, no immediate reports of casualties from the blast, which occurred at the government headquarters which house the offices of Jens Stoltenberg.
It remains unclear what caused the blast or if it was a terrorism attack. The Prime Minister was reported to be safe.
The cause of the blast was unknown but the tangled wreckage of a car was outside one building.