Stations at Warren Street, Oval and Shepherd's Bush have been closed.
At Warren Street there were reports of a nail bomb explosion. Sky's Crime Correspondent Martin Brunt said police believe this may have been the sound of detonators going off.
Victoria Line train passenger Ivan McCracken told Sky News he spoke to an Italian man who witnessed an explosion just after the train arrived at the platform.
"He told me he had seen a man carrying a rucksack which suddenly exploded. It was a minor explosion but enough to blow open his rucksack. Everyone rushed from the carriage. People evacuated very quickly. There was no panic.
(source: Sky News)