The blast left two suspected militants dead and one person injured.
Three people, including two women have been arrested in connection with the explosion.
The security agencies are on trail for these two suspects after they found some calls made to them immediately after the blast took place.
The mobile phone from which the calls were made were seized by the police from the house after the explosion.
A high alert was sounded across West Bengal Monday and the international and state borders were sealed in the wake of the Oct 2 blast in Burdwan district.
Investigating agencies are suspecting involvement of terror outfits in the blast that took place inside a house in Khagragarh in the district, killing two suspected militants and injuring another. The high alert was sounded following a high-level meeting at the state secretariat in which Director General of Police G.M.P. Reddy and Special Inspector General (CID) Damayanti Sen were present.
"All police stations in the state have been asked to maintain a strict vigil against any subversive activity or attempt at sabotage," Reddy said. The Eastern Railway (ER) too has stepped up security at several of its stations, including Burdwan, Howrah and Sealdah railway stations.
The police investigating the blast in Burdwan, West Bengal said on Sunday that video clips of Islamic fundamentalist activities were found in the cellphones seized from the blast spot.
"From the video clips that were recovered from the mobile, several footages of attack on World Trade Center, lectures on Jihad and other training modules were recovered," a senior CID officer said.
(With inputs from agencies)