Two CRPF jawan was injured in the attack.
"The militants hurled a grenade at CRPF picket near Sopore bus stand, but there was no damage in the incident," SP (Sopore) Imtiyaz Hussain said.
The grenade missed the intended target and exploded on the road, Hussain added.
Official sources said the explosion caused panic among the passersby who ran for their safety.
The area has been cordoned off and a hunt has been launched to nab the militants, they said. No militant outfit has so far claimed responsibility for the attack.