Around 2,500 spectators were urged to take cover and armed police arrived shortly afterwards, a BBC reporter at the scene said.
Police, on alert after a series of militant attacks in Britain, said there were no reported injuries and it was not being treated as a terrorist incident at this stage.
British media showed a photograph of an umpire holding the bolt and the match between Surrey and Middlesex country cricket teams was halted.
The BBC radio sports commentator who had been covering the game said the bolt appeared to have flown over the heads of some of the players and landed close to two umpires in the centre of the field.
"At this early stage it is believed that the object came from outside of the ground," London's Metropolitan police force said in a statement.
(Reporting by Fanny Potkin; Editing by William Schomberg and Andrew Heavens)
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