Prime Minister of Spain Pedro Sanchez. [Courtesy of Bloomberg]

Authorities in Spain are investigating a series of letter bombs sent to the country's prime minister, the Ukrainian embassy in Madrid and other sites. Reports say officials also have stepped up security at public and diplomatic buildings.

Spain's interior ministry said Thursday an "envelope with pyrotechnic material" addressed to Prime Minister Pedro Sanchez was received November 24 and subsequently disarmed.

The ministry said the package was similar to the ones that arrived at the other locations.

Most of the other packages were also disarmed, but one received by the Ukrainian embassy exploded Wednesday, injuring an employee.

Officials said packages arrived Thursday at Spain's defense ministry and the Torrejon de Ardoz air base.

Another package arrived Wednesday at Instalaza, a company that makes grenade launchers Spain has sent to Ukraine.