Fire officials say it happened just before 7 p.m. Sunday on the Queens-bound lower level entrance to the bridge, naer 2nd Avenue. There were no reports of injuries and the fire was extinguished.
Neighbor Jim Holtje said the explosion startled him out of his chair. The 47-year-old said it "sounded like a giant thunder clap, but twice as loud."
Authorities say the truck was carrying several tanks, including two oxygen tanks, one of which exploded when the truck's engine caught fire.
Traffic, which had been closed on the bridge, has since resumed in both directions.
CLICK HERE to see pictures from the truck fire.