Firefighters were called to the set in the BBC's Elstree studios in Hertfordshire just after 23:00 GMT on Tuesday.
Flames were reported in parts of a building on Albert Square.
A firework is believed to have caused the fire, which did not lead to serious damage.
The blaze, which was in the first floor and roof space of the building, was soon "contained and extinguished" by crews, said Ian Parkhouse from Hertfordshire fire and rescue service.
"We're pleased that we were able to deal with this incident quickly, so it shouldn't affect the 30-year celebrations taking place this week," he said.
A spokeswoman for the soap said: "There was a very small fire on set on Tuesday night after rehearsals had finished.
"It has not affected any #EELive week plans and nobody was harmed," she added.
The show is broadcasting live inserts in all its episodes this week, and will screen a fully live episode on Friday to celebrate its anniversary.
A fire broke out on the set of EastEnders a few hours after the BBC soap broadcast "live inserts" as part of 30th anniversary celebrations.