Assailants struck Kosovo's Parliament with an explosive device causing damage to the building but no injuries, the police said in a statement.
The force said the device that hit the building late yesterday was fired from a distance.
The downtown area was sealed off as officers began their investigation.
The blast comes amid tensions over a border demarcation deal that the government has reached with Montenegro.
Earlier, the government ratified the deal and sent it to Parliament. Lawmakers are expected to vote on it next week.
The deal sets the boundary between the two countries and is backed by the US and EU. The opposition parties and even some members of the governing coalition are vehemently against the deal, saying it hands over land to Montenegro.
Since last year the opposition has used tear gas canisters inside Parliament and clashed with police outside in an attempt to scupper the deal.