An intelligence service official, who was not authorised to speak to the media, confirmed that there had been three blasts in three different locations but declined to provide further details.
A diplomatic source who requested anonymity for his safety described hearing a blast at 7pm near the defence headquarters, followed by a siren.
Residents near the defence headquarters also said they heard a blast near a factory in the area past midnight.
It remains unclear whether the blasts were related to an attack or were part of training exercises at the defence headquarters.
The explosions came hours after the National Intelligence and Security Service banned the flying of drones in Addis Ababa and surrounding areas.
Ethiopia's federal forces are fighting regional forces in the northern Tigray region, where rebels took control of several towns and the Tigray People's Liberation Front recently took over the region's main airport, forcing a suspension of flights.
The United Nations has called for de-escalation of the fighting and dialogue between the government and seven opposition groups that recently formed an alliance to challenge Prime Minister Abiy Ahmed.
Displaced people living in camps since the 2020 war in Tigray said on Thursday they could hear gunfire from kilometres away near the Hitsats camp in northwestern Tigray.
The camp is home to about 16,000 people who have been living there for six years and are now afraid they may be displaced again.
"We hear fighting supported by heavy artillery, and drones hover in the sky every day," a resident told the Associated Press over the phone.
Residents in the Tigrayan capital Mekelle say communication, banking and other essential services have been disrupted by the fighting.
Abdelaziz Ahmed, 35, a merchant, said the lack of cash caused by disruptions to banking services was affecting his business.
"People cannot buy anything because they lack cash, so we cannot sell. My current stock won't last more than a month. My only hope is that all these challenges pass and peace is restored in Tigray," he said.
A taxi driver who declined to be named because of fears for his safety said fuel prices had doubled on the black market.
"The war has made life extremely difficult. We don't even have money for food or rent," he said.
