"Interestingly, the Afghanies just got up out of their seats ... and just looked over the top of the stands out onto the road to see what was going on.
"So they're pretty well used to it but it's our first taste of that sort of stuff."
Jones said he threw off his microphone headset and was ready to run but security told him to stay put.
"They handled it really well, to be honest," he said.
"The players decided 'we'll finish the game' and it was an amazing game. One team nearly chased down 200 and they fell four or five (runs) short. It was just one of the great games of T20 cricket."
Jones still has eight more days in the country, where cricket is developing a strong following.
The Afghan government has increased his security status to "presidential".
"I feel very safe at the hotel and the ground - it's just to and from the ground for us and the players and everyone that's been a major concern," he said.
But the limited flights out of Kabul meant even if he wanted to leave, he would probably have to wait.