Three people have been killed in a mysterious car explosion in Pennsylvania that has prompted an FBI investigation.

The blast in Allentown occurred at about 9.30pm on Saturday and left three males dead.

Two of the men were initially reported injured but Lehigh County Coroner Scott Grim confirmed Sunday afternoon that all three men had died as a result.

Autopsies were planned for Monday and the names of the males will be released once their identities are confirmed and their families are notified.

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Three people have died after a vehicle exploded in Allentown, Pennsylvania, on Saturday night (left and right). Allentown police said the incident occurred around 9.30pm at the intersection of North Hall Street and West Turner Street

Police say that the explosion was 'intentional' and led to a shelter-in-place order for nearby residents.

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

'We know there's been a criminal incident,' District Attorney James Martin told reporters at Sunday's news conference.

'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.'

Resident Carlos Perodin told The Morning Call of Allentown that he was watching a movie with his wife when he heard a thunderous explosion and went to the scene.

A bus station was turned into a makeshift command center with police cruisers, armored cars and portable bathrooms. Additionally, evidence processing was conducted in a number of portable tents (pictured)

The American Red Cross said a temporary shelter was set up at Cleveland Elementary School for any displaced families. Pictured: Police join members of the ATF and the FBI as they investigate North Hall Street

The FBI Philadelphia Field office tweeted on Sunday morning that it is now investigating the incident along with state and local authorities

'The fire was crazy,' he said. 'The car was pretty much split in half.'

Another witness to the aftermath of the explosion, Stephanie Connelly, said she saw body parts strewn across the street.

'This is real life and I'm shaking and freaking out while I'm running,' she said.

A bus station was turned into a makeshift command center with armored 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.