There was no immediate word on casualties from the blast, which shattered windows and doors in nearby buildings and destroyed at least eight cars, Reuters reports.
It followed a suicide attack on the nearby Pakistani consulate in Jalalabad in January.
At least two suicide bombings followed by gun fires have been reported in Jalalabad city in eastern Nangarhar province of Afghanistan.
“Our consulate has been targeted but everyone is safe,” Times of India quoted MEA spokesman Vikas Swarup as saying.
Blasts and Gunfire Near Indian Consulate in Afghan city of Jalalabad
Local sources said the explosions occurred around 12:00 pm, Indian consulates may have been the target of the attack in the city.
Officials confirm the attack, but did not provide further details.
There is fear of possible casualties, both civilian and security personnel.
The Iranian and Pakistani consulate buildings are also located at the same place.
No group has yet claimed responsibility for the attack.
India’s consulate in the northern Mazar-i-Sharif city of Afghanistan was also attacked by insurgents in January.