At least two people were seen fleeing from the scene following the attack, Ritzau reports.
“We have received a report that Molotov cocktails were thrown at the embassy. Minor damage to the building was caused,” Copenhagen Police duty officer Henrik Moll told the news agency.
A large police presence was at the embassy on Monday morning in an attempt to find clues as to the identity of the perpetrators, Moll added.
“We had a patrol at the scene, and the officers [in the patrol] more or less saw it happen,” he said.
“They saw at least two people flee from the scene,” he added. Police have no descriptions of the suspects at the time of writing.
The incident was reported to police at 2:54am on Monday.
A patrol in the area did not attempt to chase the suspects after diverting its attention to putting out the fire at the embassy building.
Moll confirmed that the embassy is empty at night. There were no witnesses to the attack other than the police patrol.
The direction in which the suspects fled is also unknown but is suspected to be towards the nearby Svanemøllen station on the S-train commuter network.
Train services between Østerup and Hellerup stations were temporarily suspended due to police investigations, Ritzau reports.