The blast took place when senior security officials were on way towards the building to brief lawmakers, Khaama Press reported.
"Some three rockets landed near new parliament building around 10.15am. At least one rocket struck the building's yard, sending up a black smoke in the air," Xinhua news agency quoted an eyewitness as saying.
"We still cannot provide details on casualties. But the initial investigation found no one was injured as a result of the attack inside the parliament compound," a security source said.
More details would be provided as an investigation was launched into the attack, the source added.
The members of the Wolesi Jirga, the lower house of parliament, were holding a meeting when the attack took place.
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