An employee of Ukraine's embassy in Madrid was "lightly" injured Wednesday when a letter bomb blew up as he handled it, a police source said, according to AFP.

"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.