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Police block off the area around the U.S. Embassy in Montenegro's capital Podgorica, Thursday, Feb. 22, 2018. Image Credit: AP

Podgorica,Montenegro: An unknown person blew themself up after throwing a suspected grenade into the US embassy compound in Podgorica, the Montenegrin government said Thursday.

"In front of the @USEmbassyMNE building in #Podgorica, #Montenegro an unknown person committed suicide with an explosive device. Immediately before, that person threw an explosive device," the official government account tweeted, adding that the device was "most probably" a hand grenade.

An AFP correspondent could not see any damage on the spot.

According to the government, the attacker first threw an explosive device into the US embassy compound from an intersection close to a sports centre. 

A State Department spokesman confirmed "an attack on the U.S. Embassy compound", adding that "at this time Embassy officials are working closely with police to identify the assailant(s)". 

A guard at the sports centre who asked not to be named said he "heard two explosions, one after another". 

"Police came very quickly and the body of a man was taken away," the witness told AFP. 

Montenegro, a small Adriatic state of some 660,000 people, joined NATO last year.