An NRK journalist, Ingunn Andersen, said the headquarters of tabloid newspaper VG had also been damaged.
“I see that some windows of the VG building and the government headquarters have been broken. Some people covered with blood are lying in the street,” AP quoted her as saying.
“It’s complete chaos here. The windows are blown out in all the buildings close by.”
Mr Mjarum said people were in shock in Oslo and across Norway.
“We have never had a terrorist attack like this in Norway – if that’s what it is – but of course this has been a great fear for all Norwegians when they have seen what has been happening around the world.”
A spokesman for Oslo University hospital said seven people had been taken there for treatment.
“I don’t know how seriously wounded they are,” he told Reuters.