The warehouse is in the Mobile Police Brigade headquarters in Srondol, close to the city of Semarang in Central Java province.
The explosion happened at 7 a.m, provincial police chief A. Dahniel told Kompas TV, adding that residents had found the explosives stored in the warehouse.
The cause of the blast was being investigated and firefighters had been deployed to tackle a blaze that it triggered.
Japan occupied Indonesia, which was at the time the Dutch East Indies, from 1942 until 1945 during World War Two.
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