The agent reportedly sustained injuries to the right hand and wrist and was taken to the hospital in stable condition.
The explosion happened in the basement of the federal building, possibly in the agent's car.
The incident is being investigated as an accident by federal authorities. At this point, there is no indication terrorism is involved.
The building houses the FBI's New York City headquarters, an immigration court and other government offices.
The FBI released a statement:
"Today, an FBI Special Agent sustained non-life threatening injuries following the accidental discharge of a diversion device in the 26 Federal Plaza garage. We have no further information to provide regarding the agent's condition, and there is no threat to public safety at this time."