A group of first responders is currently at the scene to ensure safety and investigate the causes of the fire, a statement by the country’s defense ministry said.
The Azeri national emergencies service said it sent several fire brigade units in response to the incident.
The authorities would not immediately specify the location of the depot, but local media placed it in the Siazan District of north-eastern Azerbaijan.
Health officials said six people injured by shrapnel were taken to hospital. Their lives are not in danger.