The Consulate said it was aware of a security incident after Fox News reported that two grenades had been thrown at the diplomatic mission on Friday night.
"The Consulate was closed at the time and there were no injuries. U.S. and Mexican officials are investigating," its Facebook post reads.
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The US channel said the attack could have been ordered by a local kingpin from the Jalisco New Generation Cartel. It cited unconfirmed reports claiming cartel members had been ordered to attack US diplomatic missions.