- On Wednesday, an employee of the Ukrainian embassy in Madrid was lightly injured when a similar device exploded.
- Officials say the defence minister was among the other targets. Another device was also sent to the US embassy.
Spain has stepped up security after revealing a number of letter bombs have recently been sent to high-profile targets, including the Prime Minister.
On Wednesday, an employee of the Ukrainian embassy in Madrid was lightly injured when a similar device exploded.
Officials say the defence minister was among the other targets.
Another device was also sent to the US embassy.
It is thought the bombs could be linked to Spain's support for Ukraine, but no-one has yet claimed to have sent them.
Russia - which invaded Ukraine in February - has condemned any "terrorist" activity, saying such threats or acts were "totally reprehensible".
On Thursday afternoon, Spanish police confirmed to the Reuters news agency that an envelope similar to previous letter bombs had been intercepted at the US embassy in Madrid.
The Spanish government earlier said that explosive devices had been sent to five targets.
It said an envelope containing pyrotechnic material had been sent to Prime Minister Pedro Sanchez, but was intercepted on 24 November before anyone was hurt.
It said this was similar to packages sent to the defence minister, a weapons manufacturer in Zaragoza and Torrejón Air Base, as well as to the Ukrainian embassy in Madrid.
A male worker at the Ukrainian embassy was taken to hospital after being hurt when he opened the letter bomb, but Ukraine said his life was not in danger.
Spain is investigating the incident as a possible terrorist act, while Kyiv responded by pledging to tighten security at its embassies around the world.
In a press conference, a minister said the envelopes were being analysed, and that all five appeared to have been sent from within Spain.
A source close to the investigation told Reuters that all of the devices were sent in brown envelopes, and comprised loose gunpowder with an electrical ignition mechanism.
There is speculation that the bombs are connected to Spain's strident support for Ukraine during its war with Russia.
This has been fuelled by reports that the weapons manufacturer which received one of the bombs had been making grenade launchers for Ukrainian forces.
A BBC correspondent said people in Spain were in shock, as security was tightened in public buildings and stricter checks on postal orders were ordered.