In Washington, State Department spokesman Sean McCormack said the US ambassador to Serbia was at his home and in contact with US officials. Security officials and Marine guards were in a different part of the compound, but nobody was inside the embassy building, he said.
"We want to strongly urge them, and we are in contact with them, to make sure that they devote the assets to deal with this situation," McCormack told reporters, referring to the Serbian government.
Serbia has "a responsibility now to devote the adequate resources to ensure that that facility is protected," he said.
Kosovo, which is 90 percent ethnic Albanian, has not been under Belgrade's control since 1999, when NATO launched airstrikes to halt a Serbian crackdown on ethnic Albanian separatists. A UN mission has governed Kosovo since, with more than 16,000 NATO troops and KFOR, a multiethnic force, policing the province.
But Serbia -- and Kosovo's Serbs, who make up less than 10 percent of Kosovo's population -- refuse to give up Kosovo, a territory considered the ancient cradle of Serbs' state and religion.
Earlier Thursday, police estimated that about 150,000 people had attended a rally in the Serbian capital. The crowd waved Serbian flags and carried signs reading "Stop USA terror." One group set fire to a red-and-black Albanian flag.