Officials said his residence in the capital’s Green Zone was targeted by a drone laden with explosives, in an alleged assassination attempt.
Earlier media reports said Mr al-Kadhimi had been taken to hospital.
In a tweet, he called for “calm and restraint from everyone, for the sake of Iraq”.
Officials said at least six people from the prime minister’s security detail were injured.
No-one has claimed responsibility for the attack, in an area of the city housing many government buildings and foreign embassies.
Mr al-Kadhimi, a former intelligence chief, was sworn into office in May last year.
In recent weeks, supporters of Iran-aligned militias have staged demonstrations near the Green Zone.
They have been protesting against the results of last month’s general elections, which they said had voting irregularities.