Updated at 7:20 a.m. ET
In the Balkan state of Montenegro, an unidentified man threw a hand grenade at the U.S. Embassy in the capital before then killing himself with another explosive, according to The Associated Press.
The building in Podgorica was not damaged and no one else was injured, according to a State Department spokesman.
The motive for the attack is not known, and it is also not known whether it was meant to be a suicide attack.
Officials at the embassy advised U.S. citizens to avoid the area until further notice.
The attack happened around midnight local time while the offices were closed for the night.
Police in Montenegro issued a statement on Thursday saying they are "working intensely" to identify the assailant. The blast created a crater on embassy property but caused no major damage.
Local employees have been asked to stay home as a precaution while a security review is conducted.
Montenegro is located in southeastern Europe and was once part of Yugoslavia.
The U.S. established diplomatic ties with the tiny nation in 2006 after it split from much larger Serbia.
In August, Vice President Pence visited Montenegro as part of a Balkan state visit. At that time, Montenegro had recently joined NATO.
NATO's eastward expansion, from its onetime Cold War boundaries into the nations that once were part of the Soviet Union, is a huge frustration for Russia.