Sri Lankan police are investigating a suicide bombing where a woman wore a bra filled with explosives killed four policemen, the first of its kind in the country, officials said on Tuesday.

Initial investigations into last week's suicide bombing in Colombo pointed to a woman who wore a suicide-bra instead of the 'jacket' usually worn by suicide bombers, police officials said.

The bomb exploded as the attacker, a woman in her late twenties, was being searched by two women constables at a police station opposite the US and British diplomatic missions. No foreigners were killed or wounded in the blast.

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The two constables who escaped with injuries have said the woman had shown them her bare midriff to indicate she was not wearing an explosives-filled jacket usually worn by suicide bombers, inspector Palitha Siriwardena said.

"This points to the possibility that she was wearing a bra that had explosives in it," Siriwardena said.

Colombo Deputy Police Inspector General Sirisena Herath said the remains of the woman indicated the explosives were around her chest.

The Liberation Tigers of Tamil Eelam denied involvement in the suicide bombing, which the government said was intended for Hindu Religious Affairs Minister Douglas Devanand, who is a staunch opponent of the Tamil Tigers.

Despite the denials, American and other diplomats in Colombo said the attack bore the hallmarks of the Tamil Tigers who earlier in July commemorated 241 suicide bombers who perished since 1987.