A man threw an explosive device, believed to be a hand grenade, into the US embassy in Montenegro before blowing himself up.
No casualties were reported, despite the small explosion near the compound.
Policemen with submachine guns and police vehicles quickly surrounded the streets around the embassy building after the incident.
Montenegro's interior minister, Mevludin Nuhodzic, released a video message condemning the incident.
"All appropriate state bodies are undertaking measures and activities with an aim of resolving this case and securing full safety and security of the U.S. embassy's staff," he said.
State television in Montenegro quoted police sources and claimed that the attacker was a 43-year old man born in Serbia. He had been living in Montenegro's capital, Podgorica.
The government, in a tweet, said that about half an hour after midnight "an unknown person" had committed suicide with an explosive device.
"Immediately before, that person threw an explosive device from the intersection near the Sport Centre into the US embassy compound," it said, adding that the device was most probably a hand grenade.
The embassy was closed, meaning no visas could be issued. It warned people to stay away until further notice.
Agencies contributed to this report
