Burkina Faso's communications minister says eight Islamic extremists, and seven Burkina Faso soldiers have been killed in the attacks on the French Embassy and army headquarters in Ouagadougou, the capital.
The West African nation has been exposed to Islamist violence emanating from Mali and suffered several attacks in recent years.
Government has since urged the citizenry to calm down and stay away from the affected areas as the military restores calm.
The U.S. Embassy also warned Americans to stay out of the city center.
"Some of the soldiers ran into a nearby bank to seek shelter". Security forces have struggled to contain the attacks.
It was not immediately clear what caused the blast, though a witness at the scene told Reuters news agency masked gunmen attacked guards at the military headquarters following the explosion.
Two members of Burkina Faso's paramilitary gendarmes were killed defending the embassy, he said.
The landlocked nation of Burkina Faso is one of the poorest countries in the world.
But gunfire erupted again later in the day at the country's military headquarters in western Ouagadougou, where the other attackers were killed.
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Three security sources, two in France and one in West Africa, told AFP in Paris that at least 28 people were killed in the attack on the military headquarters alone.
Macron, who made a high-profile visit to Burkina Faso in November, said the attacks "illustrate once more the threat weighing on the entire Sahel region". His association, Ansarul Islam, is considered a terrorist group by Burkina Faso's government.
The countries' troops join forces where they can.
France, the former colonial power in the Sahel region, has deployed 4,000 troops to support the G5 joint force.
Paris had led by example, pledging $60 million toward operating the counterterrorism force whose tasks will also include tackling trafficking in humans, drugs and arms in a region plagued by insecurity epitomized by regular cross-border incursions.
Longtime president Blaise Compaore was ousted in a popular uprising in late 2014, and a coup was mounted the following year but ultimately failed.
During the 2016 assault, security forces waited for hours before trying to intervene.
Burkina Faso's army health director general, Col. Amade Kafando, says that at least 90 people have been wounded after the attacks by extremists in the capital.
Associated Press writers Carley Petesch and Krista Larson in Dakar, Senegal, and Angela Charlton in Paris contributed.