On Thursday, Podgrica-based newspaper Vijesti said on its site that Jaukovic, a resident of Podgorica, was born in Kraljevo, a town in Serbia, "and was, judging by his Facebook posts, opposed to Montenegro's membership in North Atlantic Treaty Organisation".
This is what the Police in the country say after a thorough day's search.
The United Arab Emirates on Thursday condemned the terrorist attack on the USA embassy in Montenegro's capital Podgorica.
A police official confirmed the man was 43-year-old Dalibor Jaukovic, saying he was identified by a close relative.
Jaukovic was born in the central Serbian town of Kraljevo but lived in Podgorica.
A Facebook account purported to be Jaukovic's past year posted a photo of a plaque - seemingly signed by Milosevic - celebrating his contribution in the fighting.
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The embassy said in its statement to "avoid the embassy until further notice".
In the Balkan state of Montenegro, an unidentified man threw a hand grenade at the U.S. Embassy in the capital before then killing himself with another explosive, according to The Associated Press. The embassy in Podgorica said Thursday all staff are safe and accounted for after the incident.
The small Adriatic state of some 660,000 people joined North Atlantic Treaty Organisation last May, a decision that provoked violent protests by the pro-Russian opposition in 2015.
Officers came to the scene after receiving reports about an explosion and found a lifeless male body in the area of the Moraca river that runs through Podgorica, the statement said.
The New York Times cited Steve Goldstein, the US State Department's undersecretary for public diplomacy and public affairs, who said the building was not damaged and no one at the embassy - which was closed for the night - was hurt.