President Donald Trump has delivered a stern warning to Iran over alleged rocket attacks on the U.S. embassy in Baghdad.

The warning came in a tweet which includes a photograph of three unexploded rocket shells that the president claimed came from Iran.

“Our embassy in Baghdad got hit Sunday by several rockets.

“Three rockets failed to launch. Guess where they were from? IRAN.

“Now we hear the chatter of additional attacks against Americans in Iraq.

“Some friendly health advice to Iran: If one American is killed, I will hold Iran responsible.

“Think it over,’’ the tweet reads.

In a statement on Wednesday, the U.S. Central Command (CENTCOM) alleged that Sunday’s attack was “almost certainly conducted by an Iranian-backed rogue militia group’’.

Reports say several missiles were fired at the heavily secured Baghdad’s diplomatic zone, leaving an Iraqi soldier injured at a security checkpoint.

The military reportedly said several buildings and cars were damaged after most of the rockets landed in a residential neighbourhood near the U.S. embassy.

The embassy said the explosions caused minor damage to its compound but that there were no injuries or casualties.

In a statement, the spokesman of CENTCOM, Capt. William Urban said 21 rockets were fired on the area which he said was the largest rocket attack since 2010.

U.S. Secretary of State Mike Pompeo “strongly” condemned the attack, blaming it on militias linked to Iran.

The two countries came close to war in January after Iran claimed responsibility for multiple rocket attacks on two military bases housing U.S.-led coalition forces in Iraq.

Iran’s Islamic Revolutionary Guards Corps (IRGC) said it fired the missiles in retaliation for the death of Iranian top military commander, Qassem Soleimani, in a U.S. strike in Iraq days earlier.

The world held its breath as Mr. Trump went into a Security Council meeting following the attack.

Addressing a news conference after the meeting, Mr. Trump ruled out an attack against Iran, saying an assessment of the damage showed that no American soldier was harmed.