A thorough search of the Embassy premises was immediately conducted after the threat was reported.
"Nothing was found," sources in the Embassy said.
The bomb threat call on telephone at the Embassy is said to have been received sometime before 10:30 am.
According to sources, the caller claimed that a bomb has been placed in the toilet of the Embassy.
As a precautionary measure, the embassy premises was promptly evacuated and local police authorities were informed, who arrived at the scene immediately.
About 130-140 people were inside the Embassy at the time when it received the bomb threat call.
US media reports said the US Secret Service was notified at about 11 am.
The reports said the roads in the periphery of the Embassy premises were temporarily closed as authorities conducted precautionary checks and sweeps in the area.
A few months ago, the security at the Embassy was beefed up and metal detectors were installed for screening of every visitor to its premises.