The Ministry of Foreign Affairs and Trade says the New Zealand Embassy in Ankara is in contact with the Turkish authorities.
But there was no indication at this stage that any New Zealanders have been caught up in the explosion.
"The Ministry of Foreign Affairs and Trade continues to advise caution in Turkey due to the threat of terrorism and recommends New Zealanders follow any instructions issued by the local authorities, [and] exercise a high degree of vigilance in public places."
It recommended Kiwis register their details on www.safetravel.govt.nz.
There are currently 109 New Zealanders registered on SafeTravel as being in Turkey.