Casa Grande Fire Marshal Barbara Rice says the explosion was reported just before 8:30 a.m. Friday and no one was injured.
Television images show the building was blackened around the entry door, but Rice says the damage was not extensive.
The federal Bureau of Alcohol, Tobacco, Firearms and Explosives has investigators at the scene. ATF spokesman Tom Mangan says they are just starting their work and more information will be available later Friday morning.
Casa Grande police did not immediately respond to requests for information.