"Unknown assailants in a vehicle threw an explosive device at the Egyptian consulate in Benghazi without causing casualties," said security spokesman Abdallah al-Zayedi.
The blast caused part of the outer wall of the building to collapse and damaged cars parked outside the mission, he added.
"The security services have a description of the vehicle and are pursuing it," said Zayedi.
The attack came as dozens of people protested outside the consulate against a deadly police crackdown Wednesday on supporters of Egypt's ousted Islamist president Mohamed Morsi.
A security source said, meanwhile, that the protesters were members of Libya's Muslim Brotherhood and that "they were the target of the attack".
"Libya believes that what is happening in Egypt... is strictly an internal Egyptian affair in which the Libyan government will not interfere," the government said.
The statement said Tripoli supported moves to ensure consensus building, safety and security in Egypt, while expressing "deep regret and pain for lost lives and bloodshed".
The Egyptian army ended Morsi's single year of turbulent rule on July 3 after mass protests calling for him to step down, triggering clashes in which hundreds of people have been killed.
Morsi hails from Egypt's Muslim Brotherhood.
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