It happened Tuesday evening on the University of Pittsburgh campus.
One of the bottles exploded about 7 p.m. A resident called police after hearing the explosion and responding officers found two more bottles on the ground nearby.
The bomb squad detonated the other two plastic bottles, which detectives said are typically filled with chemicals and aluminum foil.
Investigators are hoping that video from area surveillance cameras will lead them to a suspect.
Detectives said soda bottle explosives have turned up in Pittsburgh several times over the last few weeks. Investigators said making such devices is a felony.