Two bodyguards in a convoy that was transporting Britain's ambassador were wounded when it came under attack Monday in the eastern Libya city of Benghazi, a British Foreign Office spokesman in London told CNN.

"We can confirm that they are being medically treated," the spokesman said.

Ambassador Dominic Asquith was not hurt in the attack, the spokesman said.

"It was clearly involved in a serious incident, but we cannot confirm if there was an RPG attack, but shots were fired," the spokesman said.

Libya's state news agency LANA had reported that a rocket-propelled grenade slightly wounded a diplomat in the convoy.

The attack occurred near the university, LANA reported, citing a spokesman for the Supreme Security Committee in Benghazi.

A British Foreign Office spokesman said the attack took place in the afternoon. "All staff are accounted for; we are liaising closely with Libyan authorities," he said.