The services added in a statement that no people had been killed, or injured in the incident.
Further details of the attack remain unknown.
In the early hours of Monday, two other rockets fell near the Baghdad International Airport in a similar incident. The attack left six Iraqi servicemen injured.
Street protests continue in the Iraqi capital and other regions of the country, as citizens demand the government's resignation, economic reforms, improved living standards and social welfare and an end to corruption.
The demonstrations started in early October.