Spanish intelligence officials believe at least two of the 10 attackers who broke into the North Korean embassy in Madrid last month, holding staff hostage and making off with computers, are linked to the CIA, according to a report in El País.

Police and Spain’s national intelligence centre (CNI) are investigating the unusual robbery, which took place on 22 February in the west of the capital.

The online newspaper El Confidencial, which broke the news of the raid, reported that the group of men tied up and threatened staff, fleeing only after a woman managed to free herself and raise the alarm.

Through an interpreter, she told the police: “A group of men came into the embassy and has gagged the staff.”

El Confidencial said a police officer dispatched to the embassy was told everything was fine by a man who answered the door, but moments later, “the gates swung open … and two high-end cars came out at great speed, leaving the area within seconds”.

On Wednesday, El País said Spanish investigators had studied CCTV footage of the intruders, questioned embassy staff and examined the cars used in the getaway.

“Although most of the [attackers] were Korean, at least two of them have been identified by Spanish intelligence services as having links to the US CIA,” it said.

The paper said the Spanish authorities had raised the matter with the CIA, which had denied involvement “but not in a very convincing manner”.

El País pointed out the robbery took place five days before Donald Trump’s second summit with the North Korean leader, Kim Jong-un.

It suggested the intruders could have been looking for information relating to Kim’s chief negotiator, Kim Hyok Chol, who served as ambassador to Spain before being expelled in September 2017.

The CNI refused to comment on the report.

Asked whether it had lodged a complaint with the US embassy or had sought an explanation from Washington, the Spanish foreign ministry declined to comment, saying: “A police investigation is under way.”