A Lithuanian man blew up himself near the U.S. Embassy in the Baltic state's capital overnight but the embassy was not thought to have been targeted, police said on Friday.

No, the initial suspicion is that this was a suicide, a police spokesman said by telephone, when asked if the man had been trying to damage the embassy.

An officer on duty at the embassy said it had not been damaged by the explosion, which took place a few hundred metres away and was heard throughout the city centre.

It was a horrible thing to happen, but the embassy was not the target, an embassy spokesman said later.

Delfi news portal said the police had identified the man killed as a 19-year-old from Lithuanian city of Kaunas based on documents found nearby.

Lithuania, an ex-Soviet state, which joined the European Union in 2004, has one of the highest suicide rates in Europe.

(Reporting by Nerijus Adomaitis; editing by Philippa Fletcher)