UN envoy Ian Martin, who is tasked with assisting the interim authorities in their transition to democracy, was aboard the convoy.
No one was hurt in the blast, which could have been caused by a hand grenade, Hua told AFP.
Mohammed al-Gezziri, spokesman for Benghazi's high security council, confirmed there were no casualties and said "investigations were under way to determine who is behind the attack."
Gezziri said the convoy was attacked on its way to visit his council.
He said investigators will use footage recorded by security cameras in a bank near the site of the blast to identify the assailant.
"The person who carried out the attack wanted to send a message to the West that Libya is not stable when the opposite is true," he said.
The United States condemned the attack.
"We strongly condemn today's attack on the UN convoy travelling through Benghazi. We call for a full investigation," State Department spokeswoman Victoria Nuland said, adding that "the Libyans (are) cooperating with UN authorities on that."
"We are, again, taking this opportunity to call on all armed groups in Libya to exercise restraint, to refrain from violence, to work through their issues through dialogue," Nuland told reporters.
Several Western and Arab diplomats have visited the country without incident since the regime of Moamer Kadhafi was toppled last year.
But the blast could push foreign dignitaries and expatriates in the oil sector to think twice before coming back to the north African nation.
Libya's neighbours and analysts warn that Kadhafi's weapons have spread across the region and fallen into the hands of Al-Qaeda-linked groups.
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No one was hurt in the blast, which could have been caused by a hand grenade, Hua told AFP.
Mohammed al-Gezziri, spokesman for Benghazi's high security council, confirmed there were no casualties and said "investigations were under way to determine who is behind the attack."
Gezziri said the convoy was attacked on its way to visit his council.
He said investigators will use footage recorded by security cameras in a bank near the site of the blast to identify the assailant.
"The person who carried out the attack wanted to send a message to the West that Libya is not stable when the opposite is true," he said.
The United States condemned the attack.
"We strongly condemn today's attack on the UN convoy travelling through Benghazi. We call for a full investigation," State Department spokeswoman Victoria Nuland said, adding that "the Libyans (are) cooperating with UN authorities on that."
"We are, again, taking this opportunity to call on all armed groups in Libya to exercise restraint, to refrain from violence, to work through their issues through dialogue," Nuland told reporters.
Several Western and Arab diplomats have visited the country without incident since the regime of Moamer Kadhafi was toppled last year.
But the blast could push foreign dignitaries and expatriates in the oil sector to think twice before coming back to the north African nation.
Libya's neighbours and analysts warn that Kadhafi's weapons have spread across the region and fallen into the hands of Al-Qaeda-linked groups.
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