The governor of the town of Asadabad said a "terrifying sound" was heard, but its origin was not clear, the semi-official news agency Fars reported. "Initially it was thought it was the sound of thunderstorms due to the weather conditions, but this possibility was ruled out," the official said.
"The intensity of the sound in some places was such that doors and windows of houses shook and people left their houses," the Rokna news website said on its Telegram channel.
A video posted on Twitter showed blasts that appeared to come from an anti-aircraft gun. Reuters was not immediately able to verify the footage.
Tensions between Iran and arch-foe Israel have been on the rise, while Tehran has been holding indirect talks with Washington on salvaging the 2015 Iran nuclear deal with world powers.
Israeli leaders have long threatened military action against Iran if they deem diplomacy a dead end for denying Tehran nuclear weaponry.
The Islamic Republic says its nuclear ambitions are peaceful.