“There were deaths, we are checking how many people died,” police colonel Theerapoj Rawangban told AFP.
“We do not see more damage toward other houses or people who live in the (nearby) community,” he added.
There was no indication of what may have caused the explosion.
Images shared by the local rescue service showed metal debris littered on the ground, and a huge plume of black smoke.
Explosions at workshops producing firecrackers and other pyrotechnics are not uncommon in Thailand.
Ten people died, and more than 100 were injured, after an explosion in a fireworks warehouse in Sungai Kolok town in southern Narathiwat province last year.
The Southeast Asian kingdom also has a poor safety record in the construction sector and deadly accidents are common.