An unknown man threw a hand grenade at the U.S. Embassy building in Podgorica before blowing himself up, the U.S. and Montenegrin governments say.
The attack occurred shortly after midnight on February 22, Montenegro said on its official Twitter site.
"An unknown person committed suicide with an explosive device," the government tweeted in English. "Immediately before, that person threw an explosive device from the intersection near the Sport Center into the U.S. embassy compound."
The government said the device thrown at the embassy "most likely" was a hand grenade, and an investigation is under way.
The web portal Portalanalitika.me said that local residents heard two explosions.
U.S. State Department spokeswoman Heather Nauert said on Twitter that there was a "small explosion" near the U.S. Embassy compound at around midnight and the embassy was seeking to confirm the safety of all its staff.
She said the embassy was "working closely with police to identify the assailant(s)."
Media reported that police blocked off the streets around the embassy, but no damage was visible.
Police said they did not know the attacker's motives.
The embassy canceled all services on February 22 and warned U.S. 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. "Avoid the embassy until further notice."
The embassy also instructed Americans to avoid large gatherings in the capital and monitor local media for updates on the situation.
Montenegro, the smallest former Yugoslav republic, became the 29th country to join the NATO military alliance in May 2017 in a move bitterly criticized by Russia and opposed by some Montenegrins who advocate closer ties with Moscow.
The incident came as Russian Foreign Minister Sergei Lavrov was in neighboring Serbia on a two-day visit aimed at bolstering long-standing ties with Belgrade.