THE HAGUE (AFP) - Dutch police arrested a man on Thursday (Nov 12) after multiple shots were fired at the Saudi embassy in The Hague, causing damage but no injuries.

The incident comes a day after a bomb blast struck a World War I commemoration attended by foreign diplomats in the Saudi city of Jeddah. That attack has been claimed by the Islamic State in Iraq and Syria, or ISIS, extremist group.

The 40-year-old suspect was detained in Zoetermeer, 16km from the Hague, about eight hours after the shooting at 6am (1pm Singapore time).

"Investigation led to the Zoetermeer suspect and the man was arrested in a house in Zoetermeer," The Hague police said in a statement.

"Police officers also confiscated a passenger car for further investigation. The suspect is detained and will be questioned." Police found several bullet casings outside the embassy, they said.

Numerous bullet holes could still be seen in the windows, an AFP journalist said.

Police spokesman Steven van Santen told AFP a "forensic examination is underway" involving "traces on the bullet holes and the bullets."

The Saudi embassy confirmed none of its staff were hurt, and said it had urged Saudi citizens in the Netherlands to "exercise caution."

"Embassy security officers informed security authorities of the incident as soon as it occurred," the Saudi embassy said in an Arabic statement posted on Twitter.

The Saudi government "condemns this cowardly attack, and thanks the Dutch authorities for their prompt response."

The Dutch foreign ministry said it "takes this very seriously and is in close contact with the Saudi authorities."

On Wednesday, a bomb at a non-Muslim cemetery in Jeddah hit an Armistice Day commemoration at which diplomats from France, Greece, Italy, Britain and the United States were in attendance.

At least two people were wounded.