The explosion, near the popular Banex plaza shopping complex in Wuse district, could be heard from miles away and sent plumes of smoke into the air.
Government spokesman Mike Omeri confirmed the blast was the result of a bomb.
No claims of responsibility have been reported.
Islamist militant group Boko Haram has bombed targets across northern Nigeria in recent years.
Boko Haram has staged previous attacks in Abuja, but most of its targets have been in the north-east of the country.
In April, more than 70 people were killed in a bomb blast at a bus stop on the outskirts of the capital in an attack claimed by Boko Haram.
Boko Haram also said it was behind a car bomb attack near a bus station in the suburbs in May, which killed at least 19 people and injured 60 others.
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