Three rockets landed outside the palace, an interior ministry spokesperson said, adding that there were no immediate reports of injuries.
The attack interrupted an outdoor gathering for prayers in the palace compound attended by President Ashraf Ghani, television images showed. However, the prayers continued amid the sound of explosions.
Insecurity has been growing in Afghanistan, largely spurred by fighting in its provinces as foreign troops withdraw and Taliban insurgents launch major offensives, taking districts and border crossings. Unlike some previous years, the Taliban did not declare a ceasefire during the Eid holiday this year.