"An explosive device appears to have detonated in the postroom around 7.30am (0530 GMT). One person sustained minor injuries, embassy spokeswoman Tessa Fras said.
"Security has been stepped up. Local authorities are investigating the cause of the blast."
Local police declined comment but confirmed they had been summoned to the scene.
"The investigation is under way," a police spokesman said.
No one claimed immediate responsibility for the explosion.
There have been few security threats to Western embassies in the Croatian capital since the former Yugoslav republic's independence war ended in 1995.
Several Western embassies in Zagreb, as well as some offices of international institutions, received threatening letters in English in March, which diplomats said were probably related to the growing anti-EU sentiment in Croatia.
The EU postponed the start of
entry talks with Zaghreb in March
Police launched an investigation at the time but the results were not made public.
The European Union postponed the start of entry talks with Zagreb in March, citing its failure to cooperate fully with the United Nations war crimes tribunal in The Hague.
The delay triggered a fall in popular support for joining the union.
Croatia hopes to start membership talks by the end of this year after stepping up efforts to locate fugitive General Ante Gotovina, indicted by the tribunal in 2001 and in hiding since then. He is seen as a war hero by many Croats.