The rear of the Mexican Consulate on Manhattan's East Side was shaked by two improvised grenades.
Police believe someone on a bicycle threw the devices - made from replica grenades packed with explosive powder - at 3 a.m., causing small explosions that blew out some windows at the multistory building, Kelly said.
In 2005, an explosion caused by two makeshift grenades fitted with fuses blew out a window near Manhattan's British Consulate. There were no injuries, and no one was ever arrested.
The commissioner said witnesses early Friday reported seeing someone on a bicycle near the consulate, located in the middle of East 39th Street between Madison and Park avenues.
It is sandwiched between an office building and another building under construction covered in green netting. There are some residential buildings on the street with banks, offices and small lunch places along the avenues.
Edgar Trujillo, the press attache with the Mexican Consulate, said three windows were shattered.
Police closed the street to traffic.
On Friday afternoon, about 50 people who had business at the consulate stood on the corner of Madison Avenue waiting to see if they would be allowed inside.
In the 2005 incident at the British Consulate, the explosions took place before 4 a.m. on May 5, 2005, at the same time Britons were going to the polls in an election that returned Prime Minister Tony Blair to power.
A female jogger and perhaps two pedestrians were seen near an entrance to the building just before the explosions, believed to be caused by two makeshift grenades in concrete planters outside the building.