At least one person was injured after a suspected letter bomb exploded at the Ukrainian Embassy in Madrid.

An embassy employee who was injured was rushed to the Nuestra Senora de America Hospital in the capital, police sources reported.

"National Police were informed around 1:00 pm (1200 GMT) of an explosion at the Ukrainian embassy in Madrid. It happened when one of the embassy employees was handling a letter," the source said.

"This employee was injured, apparently lightly, and he went himself to a hospital," the source added.

Police have opened an investigation "which includes the participation of forensic police," the source said without giving further details.

A security cordon has been put in place by the police around the embassy, located in a residential area in northern Madrid.

The police also activated the anti-terrorist protocol and cordoned off the area where the embassy is located.

Specialized bomb squads, in addition to other police units, also moved to the location.

The embassy is yet to confirm or denied the incident.