Belgrade police on Monday arrested a man who approached a police station carrying a backpack with a crossbow, two days after a crossbow attack at the Israeli embassy in the Serbian capital, police said.

In a statement, police authorities said the man crossed a barrier in front of the station and, after being ordered to stop, hurriedly started to walk away. Officers then caught up with him and carried out a search.

"In his backpack, a crossbow with seven arrows, several knives, and a jar with firecrackers were found. Motives are being investigated and a search of his apartment is being conducted," police said.

It said the suspect was not on the government's list of potential "extremists", without adding details.

Police said he claimed that he was "being pursued by the mafia and secret services".

"A medical examination will be carried out, and further actions will be decided by the prosecutor," Serbia's police minister Ivica Dacic said in the statement.

Serbia has been on high alert since Saturday, when a member of a special police unit was shot in the neck with a crossbow outside the Israeli embassy.

The officer then opened fire and killed the attacker, said Dacic, denouncing a "heinous terrorist act". The officer remains in hospital recovering after undergoing surgery.

Authorities said the assailant was a Serbian convert to Islam. His wife, currently in Montenegro, is being questioned by police at Serbia's request.