A mysterious case involving a recent break-in at North Korea's embassy in Spain has entered a new phase with speculation that US authorities might be involved in it.

Apparent anti-Pyongyang activists carried out the raid on the embassy there a week ahead of the second US-North Korea summit in Hanoi in late February. A group calling itself Free Joseon claimed responsibility.

They took computers and data and reportedly handed over some information to the FBI.

NBC News quoted a "law enforcement source familiar with the matter" as confirming that the bureau has secured the information.

It added the FBI has been put in a "delicate position" by receiving intelligence stolen from a foreign embassy in a NATO country, although experts say there would be no legal problem in making use of the material.

NBC News said neither the FBI nor the CIA had responded to related queries.

Speaking to the news channel on condition of anonymity, a former US intelligence officer cited the opaque nature of North Korea's security-obsessed regime and said getting hold of information kept at one of its embassies could prove "pretty significant."

On Sunday, North Korea formally demanded a thorough investigation into the Feb. 22 case, describing it as a "grave terrorist attack" and a violation of international law.

A foreign ministry spokesman told Pyongyang's official news agency, the Korea Central News Agency, that "an armed group assaulted the DPRK Embassy in Spain and bound, beat and tortured the Embassy staff and extorted the communication apparatus." DPRK is the abbreviation for the communist nation's official name, the Democratic People's Republic of Korea.

"We are following the rumors of all hues now in the air that FBI of the United States and the small fry of (this) anti-DPRK 'body' were involved in the terror incident, and so on," the unnamed spokesman said. (Yonhap)