Parcels were also received at the South Korean embassy and Australia's parliament house in Canberra, forcing closure of a part of the parliament building for the second time in a week.
The Indonesian embassy, which was twice closed in the past week after being sent parcels containing harmless white powder, said it did not receive any packages on Thursday.
"ACT (Australian Capital Territory) policing has received reports of suspicious packages at a number of foreign missions and parliament house," a police spokesman said.
The spokesman said the packages had since been secured.
He did not give details on how many or which missions had received packages, but the British High Commission and the US, Japanese and South Korean embassies all confirmed they had received packages.
"We received an envelope containing white powder. We closed off the area and appropriate precautions were taken," said a US embassy spokeswoman, adding that access to the embassy had been restricted by police.
The British High Commission was closed to the public on Thursday and the loading dock of the parliament house was closed after authorities said a package of white powder was received.
The Australian government has said it believes the Indonesian embassy security scares were most likely linked to Indonesia's jailing of an Australian woman on drug smuggling charges, which has sparked an outcry in Australia.