By Daren Butler

ISTANBUL (Reuters) - An explosion killed two people and wounded more than 30 outside the governor's office in the southern Turkish city of Adana on Thursday, weeks after the United States warned of attacks by what it called extremist groups.

Video footage showed a vehicle ablaze in the car park outside the building and thick black smoke rising into the sky in the city, 40 km (25 miles) from Turkey's Mediterranean coast. Windows were blown out and parts of the facade of the building, roughly six floors high, were torn off.

The state-run Anadolu agency quoted provincial governor Mahmut Demirtas as saying two people were killed. Anadolu said the blast, which occurred shortly after 8 a.m., came from a vehicle in front of the building.

Energy Minister Berat Albayrak, the son-in-law of President Tayyip Erdogan, who was in Adana for a conference at a separate location, said 33 people had been wounded in the blast.

Adana is about 10 miles (16 km) from Incirlik Air Base, which the U.S. military uses to launch attacks against Islamic State militants in Syria. Families of U.S. military personnel were ordered to leave Adana and some other parts of Turkey in March over security concerns.

"Damned terror continues to target our people. We will fight with this terror to the end in the name of humanity," Turkish EU Affairs Minister Omer Celik wrote on Twitter, saying he had spoken to the Adana governor.

The U.S. embassy in Turkey condemned what it described as an "outrageous terrorist attack" and said it stood with Turkey, a NATO ally and member of the U.S.-led coalition against Islamic State.

Labour Minister Mehmet Muezzinoglu said Kurdish PKK militants may have been responsible and that 21 people were wounded, five of them seriously.

"It looks like they (the PKK) were probably behind it this morning yet again, as this looks like their one of their actions," he told broadcaster CNN Turk.

There was no immediate claim of responsibility.

SUSPECT SHOT

The privately-owned Dogan news agency said police had shot the driver of a light commercial vehicle which tried to flee despite being ordered to stop by a police team which suspected it was linked to the bombing.

It said an ambulance was sent for the wounded driver along with a bomb disposal expert to inspect the vehicle.

PKK militants have carried out dozens of attacks on members of the security forces and government buildings since July 2015, when a ceasefire between the group and the Turkish state collapsed. Civilians have also been killed.

A Turkish soldier was killed and two wounded on Thursday after an improvised explosive device was detonated by suspected PKK militants in the southeastern province of Sirnak, near the Syrian and Iraqi borders, security sources said.

The PKK, which is considered a terrorist organization by the United States and European Union, has waged a three-decade insurgency for Kurdish autonomy in Turkey's southeast.

Turkey has also been hit by at least half a dozen suicide attacks blamed on Islamic State over the past year, including suicide bombings in Istanbul in January and March which killed German and Israeli tourists, and a gun-and-bomb attack at Istanbul airport which killed 45 people in June.

Turkey launched an incursion into Syria to try to push Islamic State away from the border in August, days after a suicide bomber killed more than 50 people at a wedding in the southern city of Gaziantep.

The U.S. Consulate General in Adana warned three weeks ago that "extremist groups continue aggressive efforts to attack U.S. citizens and other foreigners in Adana". The State Department has warned U.S. citizens to avoid travel to southeastern Turkey.

(Additional reporting by Birsen Altayli and Tuvan Gumrukcu; Editing by Nick Tattersall and Andrew Heavens)