It wasn't immediately clear why these embassies were targeted. "We still don't know the origin or the cause of the attack, nor where the envelope was sent from," said the Chilean Foreign Minister in Santiago, Alfredo Morena.
Tension is thick in Rome and across Italy because of terror worries, government cuts and student protests over education reforms.
The explosions occurred only two days after a terror scare on Tuesday. A device suspected of containing explosive powder was discovered Tuesday in Rome's subway system, but was a "fake," the city's mayor said.
"The device could not have exploded," mayor Gianni Alemanno said, according to AP. Alemanno said the package was "a fake."
One Italian news service said the device, which contained a powdery substance initially thought to be an explosive, was left in a grocery bag underneath a seat and was spotted by a conductor, the AP reported. The stop, which is located on the outskirts of Rome, was evacuated.
Across Europe, like the United States, there is a growing concern about terror attacks this holiday season in the form of suicide bombers or Mumbai style attacks.
On Monday, 12 men were arrested in the United Kingdom as they were allegedly in the final stages of a major bomb plot targeting several cities there.
The men were arrested after weeks of surveillance by law enforcement and MI5 in raids in London, Cardiff, Birmingham and Stoke-on-Trent. The men are between 17 and 28 years old and are mostly British citizens from Bangladeshi and Pakistani backgrounds.
"The arrests were absolutely necessary to keep the public safe," John Yates, assistant commissioner of the Metropolitan Police and Britain's senior counterterrorism police officer, said Monday of the U.K. arrests. He also reminded people to remain vigilant due to a large number of terror threats that officials are currently monitoring.
Authorities did not say the plot was timed for the holidays, but they did feel it was necessary to act right away, an indication this plot was in its final stages. The arrests were the biggest anti-terror action in Britain since April 2009, when another dozen men were detained in Manchester in connection with an alleged Al Qaeda bomb plot.
On December 11, there was a failed attack in Stockholm, Sweden, where a suicide bomber entered a square and blew himself up, injuring two other people.
Last month, parcel bombs were sent to several embassies Athens, Greece. The Swiss, Russian, German, Bulgarian and Chilean embassies received packages, and other parcels were addressed to the Mexican, French, Belgian and Dutch embassies. All contained crude devices and caused little or no damage.
Phoebe Natanson contributed to this report from Rome, Italy.