The US ambassador to Libya and three other embassy staff were killed in a rocket attack on Tuesday night that targeted his car in the eastern Libyan city of Benghazi, a Libyan official said on Wednesday.

"The American ambassador and three staff members were killed when gunmen fired rockets at them," the official in Benghazi told Reuters. Asked about the deaths, a US Embassy employee in Tripoli said: "We have no information regarding this." The employee said the embassy could confirm the death of one person.

The Libyan official said the US ambassador had been on his way to a safer venue after protesters attacked the US Consulate in Benghazi and opened fire, killing a staff member, in protest at a US film that they deemed blasphemous to the Prophet Mohamed.

The official said the ambassador and three other staff were killed when gunmen fired rockets at his car. He said the US Embassy had sent a military plane to transport the bodies to Tripoli to fly them to the United States.

In a statement issued Wednesday, US Secretary of State Hillary Clinton confirmed that Ambassador to Libya Chris Stevens and Foreign Service Information Management Officer Sean Smith had been killed, along with two others who were not named because their relatives are still being notified.

Gunmen assaulted the Benghazi compound on Tuesday evening, clashing with Libyan security forces, who withdrew under heavy fire. The attackers fired at the buildings while others threw handmade bombs into the compound, setting off small explosions. Small fires were burning around the compound.

"All the Americans we lost in yesterday’s attacks made the ultimate sacrifice. We condemn this vicious and violent attack that took their lives, which they had committed to helping the Libyan people reach for a better future," the statement read.

The assault followed a protest in neighboring Egypt where demonstrators scaled the walls of the US embassy, tore down the American flag and burned it during a protest over the same film which they said insulted the Prophet Mohamed.