No loss of life was reported.
A senior DRDO official said fire fighters rushed to the site and were able to prevent the spread of the fire. People living nearby were evacuated soon after a security informed authorities of the blaze.
An alert was sounded to get nearby areas evacuated.
The fire erupted at the store of the Proof and Experimental Establishment (PXE), about 230 km from state capital Bhubaneswar at about 4 am, the official told IANS.
There was no electrical circuit in the building.
A probe has been ordered to find out the exact source of the fire.
The store had low-intensity ammunition which may have been destroyed in the fire, the official said, recalling that a similar accident had occurred in the store about 15 years ago.