Two rockets were fired towards the fortified "Green Zone" in the Iraqi capital, less than one mile away from the US embassy building, a media report.
An air-raid siren sounded at the US Embassy in Baghdad, the Sky News Arabia TV channel reported.
No casualties have been reported so far.
Two checkpoints in the 'Green Zone' have been closed.
In August, over a dozen people were injured as a result of munitions explosions in the area.
The 'Green Zone' in Baghdad is a heavily fortified area in the center of the Iraqi capital, where government agencies and foreign diplomatic missions are located.