Some people entered the premises of the centre in Bani Gala area on the outskirts of Islamabad and demanded money. After being denied, they set the yoga centre on fire, local media reports said.
The culprits fled the scene after the incident.
The name of the yoga centre was not immediately confirmed.
Indian spiritual guru Sri Sri Ravi Shankar had visited Pakistan in 2012 and inaugurated the centre for his Art of Living movement in Bani Gala.