Dyfed-Powys Police was called to 3K Engineering in Llanelli at about 09:15 BST and a nearby supermarket and GP surgery were evacuated.
The man has been taken to Swansea's Morriston Hospital for treatment but his injuries are not thought to be serious.
The building has been declared safe and people have been allowed to return.
A man received facial injuries after a gas bottle exploded at an engineering firm in Carmarthenshire.