The attacker wore a belt that carried explosives which he set off at 1900 (1900 GMT), just outside the embassy.
This attack has been carried out only three days after Mohamed Ould Abdel Aziz, who came to power in a coup last year, became president in Mauritania after elections held there recently
Mauritanian authorities have blamed terrorists from the Islamic Maghreb for the bombing.
This group have been responsible for attacks in the past including a raid by gunmen on the Israeli embassy in Nouakchott in February 2008, as well as the murder of four French tourists in December 2007.
General Abdelaziz had made promises that he would be fighting a localised war against terrorism.
