Lawmakers said no one was reported wounded. But Taliban spokesman Zabihullah Mujahid claimed responsibility for the attack and said it caused heavy casualties.
The Taliban often claim responsibility for attacks and have been known to exaggerate fatality figures.
"Three rockets were fired at the parliament but they did not hit the main building," said Safiullah Muslim, a lawmaker from Badakhshan province. "It happened when the session was ongoing."
There were conflicting reports as to whether the explosions were caused by long-range rocket artillery or shoulder-fired rocket-propelled grenades.

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