Three people are missing.
The statement said the blasts took place at an ammunition depot in Kragujevac, some 50 kilometers south of Belgrade, which stores mines and other ammunition.
Local media said a roof caved in, possibly trapping some people inside. Firefighting teams were at the scene.
Local hospital officials said most of the victims suffered severe burns.
The facility has been tasked with destroying the surplus of weapons left over from the wars in the Balkans in the 1990s during the bloody breakup of Yugoslavia.