"We have received a warning through email indicating the threat could come through Ethiopia. The message indicates a Somali connection," Helsinki's envoy, Heli Sirve, told Reuters.

The ambassador said officials at her embassy had contacted Kenya's anti-terrorism police to investigate the email, which was received at the weekend.

She said it was not clear who sent the message, and she did not speculate on why the Finnish mission might be attacked.

HEYET Net- Reuters