Video published by Lithuania's public broadcaster LRT showed a fire raging at the blast site in the Panevezys county in northern Lithuania.
Flames rose some 50 metres (160 feet) in the air and could be seen at a distance of at least 17 km (11 miles), LRT reported.
"We are investigating the cause of the explosion," the Amber Grid spokesperson said.
Povilas Balciunas, the head of public administration in the nearby town of Pasvalys, told Reuters the flames were still burning at 1750 GMT.
"The firefighters are not fighting the fire at the moment, as currently it's a big torch of gas, and all effort to put it out would be futile, it would just waste water," Balciunas said.
Firefighters are standing nearby in case the fire spreads, he added.
Police were preparing to evacuate a village near the site, Baltic news agency BNS reported.
There were no injuries or fatalities reported, BNS added.
(Reporting by Andrius Sytas, writing by Terje Solsvik; Editing by Kirsten Donovan and David Evans)
By Andrius Sytas
