The blast hit Abuja’s Wuse 2 district, reports said.
It is not yet clear what was behind the explosion. Emergency services are attending the scene.
Nigeria, including the capital, has experienced several bomb attacks in recent months. Many places have been targeted by the radical Islamist group Boko Haram.
Manzo Ezekiel, spokesman for the National Emergency Management Agency, told AFP news agency: “You can see smoke billowing from the sky. It’s a very crowded place.”
One witness said the blast shattered shop windows, and that people could be seen running out of the shopping centre with blood on their clothes.
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.
In May, a car bomb near a bus station in the suburbs killed at least 19 people and injured 60 others.
The group has hit Abuja several times before, including an attack on the UN national headquarters in 2011.
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