No one was hurt in the blast, which smashed windows and damaged a fence at the court building.
The city's chief prosecutor, Kurbonali Mukhabbatov, said "terrorists" may be behind the attack, which he said was "aimed at intimidation."
Today's blast is the latest in a series of explosions that Tajik authorities have blamed on a group known as the Islamic Movement of Uzbekistan.
Exactly one year ago, on June 16, 2006, three small explosions occurred in different places of Dushanbe, but no one was hurt.
A civil war between Islamist guerillas and the secular government killed more that 100,000 from 1992-97.
Despite a peace deal, the country remains volatile and flooded with weapons.
(with material from Reuters)