Rome Police Chief Francesco Tagliente said a suspicious package found at the Ukrainian embassy turned out to be a false alarm.
According to ABC News, no explosive material has been detected in mailrooms at the United Kingdom, United States, Israeli, German or French embassies in Rome. But all embassies are intensifying their security.
There has been no claim of responsibility, but authorities believe domestic anarchists are responsible.
Still, Rome's mayor believes the motive was international, which would distinguish the bombs from the fake device discovered on a city subway car earlier this week.
There have been growing attacks about attacks around the holidays following a suicide bombing in Sweden. Authorities have warned of a small-arms attack in a European city.
"We're concerned about al-Qaeda's plans to carry out attacks," said John Brennan, the White House Chief Counter-Terrorism Adviser.
The Associated Press contributed to this report.