It comes just two days after an intelligence report signalled increased risk of a terror attack in New York City.
CBS reported that there was 'an increasing terrorist threat to New York State tied to the Israel-Hamas war.
'Increase in civilian casualties raises the likelihood that violent extremist threat actors will seek to conduct attacks.'
The FBI Terrorism Task Force is investigating.
'The FBI Buffalo Field Office is investigating a vehicle explosion at the Rainbow Bridge, a border crossing between the US and Canada in Niagara Falls.
'The FBI is coordinating with our local, state and federal law enforcement partners in this investigation.
'As this situation is very fluid, that's all we can say at this time,' the bureau said.