Police issued a warning about a TV crew's plans for a controlled explosion in central Cardiff on Sunday.
People in Cardiff city centre were warned about the filmed blast
The blast on Westgate Street took place during the afternoon as part of filming for the BBC's Torchwood series.
South Wales Police said the blast could have caused concern to the public, given heightened security measures.
A police statement said the explosion was "large enough to damage a number of windows at the film site".
The immediate area was cordoned off with marshals and police were on duty to provide the necessary public reassurances.
The UK has been placed on its highest level of terrorism alert after an attack on Glasgow Airport was linked to two car bombs found in London.