"It was a rocket of unknown caliber, it landed in the vicinity of ISAF (International Security Assistance Force) headquarters," a NATO spokesman, Lieutenant Commander Katie Kendrick, told AFP.
There are no reports of any casualties or damage, he said.
Earlier Saturday, an Afghan police officer, Abdul Manan, said that there was a pre-dawn attack on the capital early on Saturday morning — an apparent warning shot from militants trying to scare people away from the polls.
The explosion occurred at 4:00 a.m. local time (1130 GMT).
More than 2,500 candidates are contesting for the 249 seats in the lower house of parliament or Wolesi Jirga. Polls are due to open at 7:00 a.m.
But the Taliban have threatened to disrupt the election.
The Taliban have written threats on leaflets passed out at mosques, whispered them in villages, and posted Internet messages saying those who cast ballots should be prepared to be attacked.
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