Anambra State police commissioner Echeng Echeng told reporters on Thursday the Indigenous People of Biafra [IPOB] or their armed wing, the Eastern Security Network, were suspected to be behind the Tuesday attack on the convoy.
"They suddenly came under attack by armed men who targeted them with gunfire and set their vehicles ablaze," he said.
He said two local U.S. consulate staff were still missing after the ambush.
Two suspects linked to the attack have been arrested, he added.
No U.S. citizen was involved and U.S. Secretary of State Antony Blinken on Wednesday said there were no indications the attack specifically targeted the U.S. embassy.
Gunmen opened fire on the two vehicles in southeastern Anambra State, in a region where the outlawed IPOB separatist group agitates for the ethnic Igbo people.
The consulate team were travelling to visit a USAID-funded project providing humanitarian aid for people displaced by flooding in Anambra last year.
Police and naval forces engaged in a gun battle with the attackers who escaped into forests. Security forces raided a camp of suspected separatists on Wednesday, but found it abandoned.
IPOB has been repeatedly accused of targeting police patrols and killing security officers in southeast Nigeria. It persistently denies being behind any violence.
Anambra State government on Wednesday condemned what it called a "heinous and unprovoked" attack on the convoy, but also suggested the U.S. team did not properly inform local officials of their movements.
It said the state's crackdown on criminal gangs had created tensions that could provoke revenge attacks on police in areas like where the convoy was hit.
Separatism is highly sensitive in Nigeria, where more than one million people were killed in a three-year civil war following the declaration of an independent Biafra Republic in the southeast by Igbo army officers in 1967.
Separatists still operate in the country's southeast, where they have escalated their attacks in recent years, usually targeting police or government buildings.
Attacks on diplomats are rare in Nigeria, where President-elect Bola Tinubu takes office on May 29.
