El Mundo newspaper said the blast occurred around 4:00 am (0200 GMT). The interior ministry was not immediately available for confirmation.
National radio blamed the Basque separatist organisation ETA for the attack, which it said had caused heavy damage.
ETA has frequently targeted the civil guard in its 41-year campaign to carve a Basque homeland out of northern Spain and southwestern France.
The group, considered a terrorist organisation by the European Union and the United States, is blamed for the deaths of 825 people.
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