Scottish Fire and Rescue were called to the site near Saughton Park at 11.48am with three crews tackling the blaze.
It is not believed there was anyone inside the portable cabin when it went up in flames.
Police Scotland were also in attendance and said they don't believe there are any serious injuries.
Paramedics arrived at the scene in front of 502 Riverside House at 12.11pm.
A Scottish Fire and Rescue Service spokesman said: "We were called out at 11.48am after reports of a portable building being alight on Gorgie Road in a car park.
"We had three appliances at the scene - two from Crew Toll and one from Sighthill - using pressure hose reels.
"The fire has now been extinguished and we do not believe anyone was inside at the time of the fire.
"Our last crew left the scene at 1.18pm."