Passengers were injured following the blast at Parsons Green station.
Pictures show a white bucket on fire inside a supermarket bag, but do not appear to show extensive damage to the inside of the carriage.
The Metropolitan Police said “a number of people” had been injured and advised people to avoid the area.
It was too early to confirm the cause of the fire and the station has been cordoned off, the statement said.
Witnesses have described seeing at least one passenger with facial injuries.