Six explosions were reported in the Eritrean capital, Asmara, late on Saturday, according to the US State Department.
"At 10:13 pm on November 28, there were six explosions in Asmara," the state department said on Twitter, although the cause and location were not clear.
There has been no immediate comment from either Eritrean government officials or Tigrayan forces, although claims by both sides over the ongoing conflict have so far been difficult to verify.
Tigrayan forces fighting Ethiopian soldiers have previously fired rockets at Eritrea.
Earlier on Saturday, Ethiopian Prime Minister Abiy Ahmed announced that federal forces had taken "full control" of Tigray's capital Mekelle within hours of launching an offensive there.
The Tigrayan People's Liberation Front (TPLF), a political party whose fight against the government began on 4 November, said it was withdrawing from Mekelle.
Thousands of people have fled across the Ethiopian border with Sudan since the fighting erupted in the region.
Nearly a million people have been displaced, including more than 40,000 who fled into Sudan. Camps home to 96,000 Eritrean refugees in northern Tigray have been in the line of fire.
The conflict, a long-running power struggle between Addis Ababa and Tigray's leaders, has spread beyond, with the TPLF firing rockets into both the neighbouring Amhara region and across the border to Eritrea.
Mr Abiy's government has repeatedly said it is only targeting TPLF leaders and facilities to restore law and order after they rose up against federal troops. It denies hitting civilians.
The TPLF says Mr Abiy has "invaded" its region to dominate it and is inflicting "merciless" damage on Tigrayans.
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