At least two rockets hit within the perimeter of the Green Zone, where the American and other foreign embassies are based, according to a statement by Iraq's security services.
A security source told AFP at least one rocket hit the headquarters of Iraq's National Security Service near the US diplomatic mission.
Others crashed into nearby residential districts, including a multi-storey parking complex in the neighbourhood of Harithiya, a witness told AFP.
The attack comes one week after more than a dozen rockets targeted a military complex at the Arbil airport in northern Iraq, which hosts foreign troops from a US-led coalition helping Iraq fight jihadists since 2014.
Two people were killed, including one foreign contractor based at the airport, who died immediately, and a civilian, who died of his wounds on Monday.
On Saturday, another wave of rockets hit the Al-Balad airbase north of Baghdad, where Iraq keeps most of the F-16s it has purchased from the US in recent years.