The staff member suffered light injuries and went to hospital under his own steam, police said in a statement.
Detectives are investigating the incident, aided by forensic and intelligence investigators, the statement added.
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Ukraine’s embassy to Spain was not immediately reachable.
The area surrounding the embassy has been cordoned off, state broadcaster TVE reported.
(Reporting by Belén Carreño; Writing by David Latona; Editing by Aislinn Laing and Frank Jack Daniel)