An unidentified drone flew over the Russian embassy in Stockholm early on Friday, dropping paint on the grounds of the diplomatic compound, Swedish police said.

No arrests have been made and no suspects identified, a police spokesperson added.

Investigators will look at whether the incident was in any way linked to a reported case of vandalism at Sweden's embassy in Moscow on Thursday, the spokesperson said.

The Russian embassy and the Russian foreign ministry did not immediately reply to requests for comment.

Following Thursday's incident in Moscow, Swedish Foreign Minister Maria Malmer Stenergard urged Russia to ensure the protection of Sweden's diplomatic mission and its staff.

She did not comment on the drone incident in Stockholm.

A Swedish foreign ministry spokesperson said Sweden's embassy in Moscow was in contact with Russian authorities over Thursday's incident.