"We don't believe at this time that there's any evidence connecting this to the attacks in New York or Minnesota," Christie said in an interview Sunday with CNN's Jake Tapper on "State of the Union."
"Obviously, if you look at a number of these incidents, you can call them whatever you want -- they are terrorism, though," Christie said.
The explosion in a New Jersey trash can appeared similar to one in nearby New York City on Saturday night. Nobody was killed in either incident.
New York Gov. Andrew Cuomo said during a news conference Sunday: "There is no evidence that this explosion was connected to any international terrorism."
"A bomb going off is generically a terrorist activity and ... that's how they are going to prosecute it," Cuomo said.
"You don't want to jump to conclusions and you don't want to put information out there that you don't know is absolutely true," he said, though he defended Donald Trump against criticism he called the incident in New York a "bomb" too soon and before law enforcement officials did so.
In the interview, Christie, a top ally of Republican presidential nominee and the chairman of Trump's transition committee, defended Trump's decision not to release his tax returns -- even those from 2008 and earlier, which are no longer under IRS audit.
Christie told Tapper that "it's the advice of his lawyers and his accountants not to release tax returns while he's under audit."
"I've never been under audit, so I don't know what advice I would get from my lawyers and my accountants if I was," Christie said.
Christie also defended Trump's Twitter attacks on former secretary of state Colin Powell and former Defense Secretary Robert Gates, both of whom worked under Republican President George W. Bush.
He complained that Powell (whose criticism of Trump came in private, hacked emails) and Gates "are allowed to hurl insults at Donald Trump, but Donald Trump's not allowed to respond."
"The American people are tired of that kind of political correctness, Jake. They want people who speak their minds. Donald speaks his mind," Christie said.
This story has been updated.