The blast occurred at the consulate office in central Mandalay, south of the sprawling Royal Palace, around 7 pm local time Friday (1230 GMT Friday), local media said.
China is a major ally and arms supplier to Myanmar's junta, but it also maintains ties with ethnic groups fighting the military in Myanmar's northern Shan state, according to analysts.
Myanmar has been in turmoil since the military deposed the government of Aung San Suu Kyi and seized power in 2021.
A Myanmar official in Mandalay confirmed to AFP there had been "an incident at the Chinese consulate office compound in Mandalay late evening yesterday".
"There was no one injured," the official said, without specifying the nature of the incident.
The Irrawaddy outlet reported a grenade had been thrown at the compound, which is usually guarded by members of Myanmar's security forces.
The Voice of Myanmar reported the consulate had been hit by an unidentified "explosion" without giving details.
China's embassy in Yangon did not respond to AFP's queries, and a junta spokesman was unreachable for comment.
MNA/