It happened inside a two-story private house on West 234th Street in the Kingsbridge section just after 7:30 a.m. Tuesday.
The firefighter died at New York Presbyterian Hospital-Allen Pavilion.
He was evacuating the house at the time and was struck by debris from the explosion.
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Four NYPD officers with minor injuries were taken to North Central Bronx Hospital.
One civilian was also injured.
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At 6:22 a.m., firefighters responded to a gas leak in the house. At some point, an illegal drug lab was detected and police were called.
Police say the house exploded afterward but it wasn't immediately clear what caused it.
Video from NewsCopter 7 over the scene:
NewsCopter 7 over Bronx house fire
The single-family house has been partially destroyed.