St John relationship development manager Gary Williams said the explosion occurred when the ambulance officer was carrying out a routine check on an oxygen cylinder on the first floor at the south end of the building on York Pl.
Gas from the cylinder ignited about 4.10pm, and the ambulance officer received burns to his hands, he said.
He was taken by ambulance to Dunedin Hospital in a moderate condition.
"Fortunately, he was nice and close to help."
Mr Williams said oxygen was quite explosive, and it was not known what caused it to ignite yesterday.
The first he knew of the incident was when the fire alarms sounded.
"I just heard the alarm and I ran out of the building.
"This is the first time that I am aware of, that this has happened here."
All ambulances and crews were out of the depot on callouts at the time of the incident, so there were no interruptions to emergency responses in the city, he said.
Fire appliances from the Dunedin Central Fire Station attended the incident.
"It was nice to see our friendly emergency services friends come to our aid," Mr Williams said.
Dunedin Central senior station officer Rob Torrance said the cause of the explosion was not yet known, but he believed a spark created by static electricity might have caused the gas to ignite.
A fire safety officer was investigating the incident, he said.
