PODGORICA, MONTENEGRO (REUTERS) - An unknown man threw an explosive device at the United States embassy building in Podgorica, the capital of Montenegro, before blowing himself up, media in the city said.

The attack came five minutes before midnight on Wednesday (Feb 21), web portal www.portalanalitika.me said, adding that citizens in the area heard two explosions.

"There was an incident," a police official, who declined to give his name, told Reuters. He did not provide details.

A Reuters photographer in Podgorica said a police vehicle blocked the street where the embassy is located, adding that no damage was visible.

The embassy warned US citizens to stay away until further notice.

"The US embassy in Podgorica advises US citizens there is an active security situation at the US embassy in Podgorica," it said on its website. "Avoid the embassy until further notice."

Montenegro, the smallest of all former Yugoslav republics, was the 29th country to join Nato last May.