It is not thought anyone was injured in the incident, CNNTurk said.
The Hurriyet newspaper said three rockets were fired and they hit a shelter used by fishermen.
It said a tanker moored off shore may have been the intended target.
The province of Antalya is next to the popular tourist areas of Marmaris and Bodrum, and just north of Cyprus.
Hurriyet added that the rockets were fired from a mountainous area near a road linking the city of Antalya and the resort town of Kemer.
Ambulances and special forces police have been sent to the area.