The U.S. Embassy in Podgorica, Montenegro's capital, was attacked shortly after midnight on Thursday, the Montenegrin government said.
At 12.30 a.m. local time (2230GMT Wednesday), an unknown person "threw an explosive device from the intersection near the Sport Center into the U.S. Embassy compound,” probably a grenade, said a tweet by Montenegro’s government.
The person then "committed suicide with an explosive device,” it added.
No one else was hurt and there was no major damage to the embassy, officials said.
Witnesses had seen an unidentified man throw an object over the wall of the embassy property. Security officials swept the grounds and found no other explosives.
The embassy has asked local employees to stay home Thursday as a security precaution.
Warning U.S. citizens of an “active security situation,” the embassy cautioned them to avoid the embassy site and take precautions.
Montenegro, one of the world’s newest nations, is a small Balkan country of nearly 650,000 people located between Bosnia and Herzegovina, Serbia, Kosovo, and Albania.