PODGORICA — An unidentified man threw an explosive device, probably a hand grenade, at the US embassy building in Podgorica, the capital of Montenegro, around midnight before blowing himself up, the government said Thursday.

No casualties were reported from the embassy, which confirmed a small explosion near its compound. The US State Department said checks were being carried out to ensure all staff were safe.

Policemen with submachine guns and police vehicles were out on the streets near the embassy building Thursday morning after the incident.

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 Center into the U.S. embassy compound.”

The device was most probably a hand grenade, it said. Police were investigating and trying to establish the person’s identity.

The embassy was closed for issuing visas Thursday and it warned US citizens to stay away until further notice.

“The U.S. embassy in Podgorica advises U.S. citizens there is an active security situation at the U.S. embassy in Podgorica,” it said on its website.

Montenegro is the smallest of all former Yugoslav republics and became the 29th country to join NATO last May.