One police officer on Boulevard d'Auteuil walked up to a security official guarding the gates and told them it was "false alert" before joining colleagues in his patrol car.
The French Air Force explained that the jet was authorized to break the sound barrier because it needed to check a small civilian plane that had lost contact with air controllers.
But with no forewarning, residents around Paris — along with fans and players inside Roland Garros — expressed their fears of an explosion on social networks. About 45 minutes later, nearly 17,000 people had retweeted the reassuring news.
On Court Suzanne Lenglen, the second-biggest stadium at the French Open, Dominik Koepfer was interrupted mid-serve by the bang's loud clap.
His shoulders dropped and he pulled out of his serving action, then looked across the net at opponent Stan Wawrinka. The Swiss looked equally bemused as he stood perfectly still before play eventually continued.
"It was kind of weird, we both stopped. We both looked at each other and didn't know what it is," Koepfer said. "It was a weird feeling, for one or two points I thought about it."
Wawrinka, the 2015 French Open champion, quickly sought to find out what happened.
"I was shocked, like everybody. For sure, it was a worry. I asked the umpire to let me know what it was," the three-time Grand Slam champion from Switzerland said. "Everybody had the answer quite early, so was all good."
Elina Svitolina was playing Renata Zarazua on Court Philippe Chatrier, the tournament's biggest stadium, when she heard the noise.
"I was a bit worried because I thought something bad happened. I looked at the chair umpire, he was little bit shocked as well," the third-seeded Svitolina said after winning. "You never know these days what can happen, what's going on. It was very strange, very loud, like something big dropped."
Five years ago, as France was playing Germany in a soccer friendly at Stade de France, two explosions started a wave of deadly terror attacks in Paris.
The first explosion was largely unnoticed by the players on the field that day, but the second caused France defender Patrice Evra to stop playing with the ball at this feet as he looked up trying to comprehend what he was hearing.