A car has exploded on a downtown Pennsylvania street in what authorities are calling a "criminal incident," leaving three people dead and leading to an investigation by federal, state and local authorities.

The blast in Allentown that occurred at about 9:30pm on Saturday left three males dead, Lehigh County Coroner Scott Grim said.

Autopsies were planned Monday, and Grim said the names of the males would be released once their identities are confirmed and their families are notified.

The federal Bureau of Alcohol, Tobacco, Firearms and Explosives is leading the investigation along with the FBI, state police, and city and county authorities.

Officials said the blast was believed to have been an isolated incident with no ongoing threat to the public.

"We know there's been a criminal incident," District Attorney James Martin told reporters. "We have a high degree of confidence that the perpetrator was probably killed in the incident."

Authorities released no information about the possible cause of the blast, but Martin said "loads of us in law enforcement" are confident "this was A. an isolated incident and B. there's no continuing threat."

A bus station was turned into a makeshift command centre with armoured vehicles, dozens of police cruisers, mobile command units and even portable bathrooms, the paper reported. Several portable tents were also erected for evidence processing.

Residents were asked to avoid the area, and people who live nearby were asked to shelter in place. A shelter was set up at an elementary school.

The FBI had earlier said it was working with other agencies and "to assess the situation and determine the cause, with public safety the bureau's highest priority."

Officials asked anyone who witnessed the blast or had information about it to contact investigators.