AFP reporters heard loud thuds emanating from the western bank of the Tigris, where the US embassy and most other foreign diplomatic missions are located.

One security source said three Katyusha rockets hit near the high-security compound while another said as many as five struck the area.

Later Iraq's security forces said in a statement that five rockets hit the high-security Green Zone with no casualties. It did not mention the US embassy.

The rocket fire comes two day after thousands massed in Baghdad in response to a call by populist cleric Moqtada Sadr for a rally to demand the ouster of US troops from Iraq.

America's military presence has been a hot-button issue in Iraq since a US strike killed Iranian general Qasem Soleimani and a top Iraqi commander outside Baghdad airport on January 3.

Around 5,200 US troops are in Iraq to lead a global coalition fighting the Islamic State group, but Iraq said the strike against Soleimani violated that mandate.

Sunday's attack was the latest in a series of rocket fire this month targeting the Green Zone, where the Iraqi parliament is also located.

Parliament earlier this month urged the departure of US troops from Iraq, which has been gripped by anti-government protests since October.