"There has been a major incident..." Leicestershire police wrote on Twitter. "All emergency services are currently dealing with this."
It advised people to "please avoid the area" and added that local roads had been closed.
Manchester police say probing 'an incident' at shopping centre
Leicestershire Fire and Rescue Service received calls at around 7:00 pm (1900 GMT) from the public reporting an explosion and a fire, a spokeswoman said.
It immediately dispatched six fire engines, she added.
"We were en route when the police called to say a building had collapsed," the spokeswoman said.
Nine burnt in gas explosion
Additional specialist search and rescue units were then dispatched, including a search and rescue dog from neighbouring Lincolnshire county, she added.
"We've got no indication of what the cause is at this moment," the spokeswoman said.
Pictures and videos posted on social media showed a property engulfed in flames visible from a distance.
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