Israeli Prime Minister Benjamin Netanyahu delivers a statement on Iran's nuclear weapons development site in Jerusalem, on Sept. 9, 2019. (Xinhua/Gil Cohen Magen)

The Israeli embassy in New Delhi was on high alert because of "threats" it had received, even before a small bomb went off outside the mission, its ambassador told AFP on Saturday.

The envoy, Ron Malka, said he was not surprised by Friday's attack, which caused no injuries but blew the windows out of three cars.

The road outside the embassy remained sealed off Saturday as forensic experts sought clues as to who was responsible for what Israeli officials in Jerusalem have said was terrorism.

Indian police have so far only described it as "a mischievous attempt to create a sensation."

"This could have ended differently in other circumstances, so we were fortunate," Malka said in a telephone interview. "We are always prepared. Especially these last days, we raised the level of alert due to some threats." 

Indian media reports said investigators had found an envelope with a letter addressed to the Israeli ambassador in the street.

The Indian Express newspaper reported that the letter described the explosion as a "trailer" and made references to "Iranian martyrs" Qasem Soleimani and Mohsen Fakhrizadeh. 

Soleimani, considered Iran's most powerful military commander, was killed in a US drone strike in January 2020. 

Fakhrizadeh, one of the country's top nuclear scientists, was killed in November - an assassination for which Iran blamed Israel.

Asked whether there was an Iranian link, Malka said: "Those non-state actors that are striving for destabilization in the region and the world don't like what is happening between Israel and India, that are striving for stability and peace."

The device exploded as India and Israel marked the 29th anniversary of their diplomatic relations, and Malka said the timing was part of the investigation.

AFP