AMSTERDAM — A gunman opened fire outside the Saudi Embassy in The Hague on Thursday, local police officials said, a day after a World War I commemoration attended by European officials was attacked in Saudi Arabia.

No one was injured in what was an extremely rare attack on embassies or other diplomatic missions in the Netherlands, and it was not immediately clear whether the shooting was related to the violence in Saudi Arabia a day earlier.

The Dutch prime minister, Mark Rutte, has voiced strong support for France in the aftermath of the beheading of a teacher in October by an Islamist extremist. The teacher had shown caricatures of the Prophet Muhammad in a class on freedom of expression.

The renewed debate over publishing caricatures of the prophet has been followed by a series of attacks in France and other countries. On Wednesday, an explosion at a non-Muslim cemetery in Jeddah, Saudi Arabia, wounded at least three people attending a ceremony organized by the French Consulate to commemorate the end of World War I.

The police in The Hague said in a tweet that the shooting at the Saudi Embassy happened at 6 a.m. Thursday, and they urged witnesses to come forward.

The embassy is in the center of The Hague, in open view of a busy street with a major tram line passing in front of it. The building and several windows were riddled with bullet holes.