Croatian embassy staff have been advised to thoroughly check all packages delivered to the embassy, the statement said, adding that the entire situation will be closely monitored.
One person was seriously injured in an explosion in the Swiss Embassy on Thursday. Shortly afterwards, another person was injured in another explosion, which occurred in the Chilean Embassy in central Rome.
No one has claimed responsibility for the explosions.
According to news agency reports, a suspicious parcel was also detected in the Ukrainian Embassy "but no dangerous items have been found" after a check.
The Italian police are checking all embassies in Rome after the explosions in the Swiss and Chilean embassies.