Emergency services confirmed that the three injured were working on the site when the explosion took place and were transferred to hospital with two said to be in a serious condition.
The explosion had reportedly cut the electricity within the stadium, leading to suggestions that the game could be postponed or even moved to a different location.
However, a spokesman for the Spanish Football Federation, Jorge Carretero, told Spanish media sources that the game would go ahead as planned.
Belarus trained as planned at the stadium on Thursday evening with Spain's session set to start at 7.30pm local time (1730GMT).
The world champions need just four points from their two remaining qualifiers to seal an automatic place at the World Cup finals with the meeting against the side ranked 80th in the world followed by the visit of Georgia to Albacete on Tuesday.