No group has as of yet claimed responsibility for the rocket attack and no casualties have been reported.
Three Katyusha rockets fell on Tuesday inside Baghdad's Green Zone which houses government buildings and foreign missions, Iraqi police sources told Reuters.
The three rockets were launched from Zafaraniyah district outside Baghdad, the sources said, adding that two rockets landed near the US embassy.
Sirens could be heard across the zone immediately after the rockets made impact.
The US has blamed Iran-backed paramilitary groups for a spate of similar attacks in recent months on the Green Zone, but there has never been a claim of responsibility.
Tensions in Iraq have risen since the death of Qasem Soleimani, the leader of Iran's elite Quds Force, who was killed by a US air strike in Baghdad on January 3.