CA said the window was broken by a "small rock or stone" as Australia's players were returning to the team hotel after Monday's opening day in the second Test in Chittagong.
No one was injured.
"En route back to the hotel last night a window on the Australian team bus was broken. No one was injured in the incident," CA's security manager Sean Carroll said in a statement.
"Team security personnel are currently in discussion with local authorities while they investigate the cause, which is believed to have come from a small rock or stone.
CA added that it was "happy with security measures that have been in place and we are comfortable with the response from the Bangladesh authorities and the increased security presence we have been provided in light of the incident".
Australia are playing their first Test series in Bangladesh since Ricky Ponting's team visited in 2006.
They were due to play two Tests in Bangladesh in October 2015 but the tour was cancelled amid security fears after attacks by Islamist extremists in the Muslim-majority nation.
Disclaimer: No Business Standard Journalist was involved in creation of this content
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