The blast, which caused no injuries and minor material damage, occurred around 1:00 am (0000 GMT) at the entrance to the embassy’s consular section.
Police said an “explosive device” had caused the blast that targeted the embassy, but did not provide any other details.
Norway’s Prime Minister Jonas Gahr Store called the incident “very serious and completely unacceptable”. In a statement, he said he had spoken with the head of the US embassy in Oslo on Sunday.
Shattered glass could be seen in the snow outside the building’s entrance, as well as cracks in a thick glass door. Overhead lamps dangled from wiring, and there were black marks on the ground at the foot of the door, presumably from the blast.
“One of the hypotheses is that it is an act of terrorism,” Frode Larsen, the head of the police’s joint unit for investigation and intelligence, told public broadcaster NRK.
“But we are not completely stuck on that. We have to be open to the possibility that there may be other causes behind what has happened,” he said, speaking on the sidelines of a news conference.
Police were searching for the perpetrators but had “no suspects” yet, Larsen told journalists.
Oslo police official Grete Lien Metlid appeared to confirm that an explosive had been thrown at the embassy.
Asked by a reporter if the device used was a hand grenade, she replied: “We haven’t said anything about what was thrown.”