The attack on the mosque, launched by Christian youth, appears to have been in retribution for a deadly attack against a Catholic church in Bangui a day earlier.
It was unclear whether the attack resulted in injuries or fatalities.
On Wednesday, mostly Muslim Séléka rebels killed 30 people when they opened fire and threw grenades at the Church of Notre Dame de Fatima, where hundreds had sought shelter from fighting in the capital.
U.N. Secretary-General Ban Ki-moon condemned the attacks and called "for an immediate end to the cycle of violence and retaliatory attacks." He urged CAR's leaders and regional partners to engage with MINUSCA, the U.N. Mission in CAR, "to facilitate progress toward meaningful national dialogue and reconciliation in order to chart a sustainable path to peace."
CAR has been rocked by violence since the Muslim-backed Séléka group took control of Bangui in March 2013 and removed Christian President François Bozizé. Renewed violence broke out in the capital city of Bangui in December 2013.