Prime minister says the Serbian province “will proclaim independence very soon”.
Sanja Segrt, a spokeswoman for the Slovenian company that owns the shopping centre, said the blast early on Friday in New Belgrade was caused by an “explosive device”.
Many Serbs see Slovenia, which currently holds the presidency of the European Union, as supportive of Kosovo’s quest for independence.
No one was injured and the explosion caused only minor damage, Segrt said.
Serbian police said the blast destroyed 10 windows near the main entrance. An investigation is ongoing.
In Slovenia, the foreign ministry said it expected the Serbian police to identify and punish the culprits.
But it added that “Slovenian and Serbian friendship is traditional. We… will make sure that it stays that way in the future, as well.”
Hours after the first blast, Serbian media reported that another shopping centre, this one in the central town of Cacak, and owned by the same Slovenian company, Merkator, was evacuated after a telephone bomb threat.
However, it turned out to be a false alarm.
Some Serbs have called for a boycott of Slovenian goods, a campaign reminiscent of the days leading up to the bloody breakup of the former Yugoslavia in the early 1990s.
Slovenia declared independence from Yugoslavia in 1991.
Late on Thursday, riot police were deployed in central Belgrade to prevent about 300 members of the right-wing group Obraz (Honour) from bursting into an art gallery and disrupting the opening of an exhibition of art from Kosovo.
Ljubica Beljanski-Ristic, who runs the gallery, which is displaying work by 11 Kosovo Albanian artists, said one of the protesters tore down a poster before the event was closed “for security reasons”.
The Obraz members were said to have been chanting the names of Ratko Mladic and Radovan Karadzic, the Bosnian Serb war crimes fugitives, who they consider heroes.