The explosives had been placed in a garbage pail and left on the pitcher's mound at Pelham Bay Park, in the Bronx, the New York Post reported Monday.
A New York Police Department official described the fireworks were described as "high grade professional fireworks, very strong fireworks."
Messages posted on Twitter indicated the blast was heard as far away as Long Island.
Police said it was not clear how the explosives were detonated, or who set them off.
Some unexploded fireworks were found at the park. Police detonated them at the department firing range.