A man was arrested for trying to enter the home of Kosovo Prime Minister Hashim Thaci in what the government called an "attack" but police said appeared to be a thwarted break in.

"We believe the motive was unlawful benefit," said police spokesman Veton Elshani.

The suspect was wounded in the arm after security guards spotted him on the balcony of the Pristina home shortly before midnight on Friday and opened fire.

A security source said the 19-year-old had been reported to police by his father. "He's a thief," the source said, adding that the suspect already had a criminal record for theft.

The prime minister's wife and son were at home at the time of the incident, but Thaci was outside Pristina.

The security guards told police there was an exchange of fire, and the government stepped up security for cabinet officials.

"Last night my family was attacked," Thaci, an ethnic Albanian former guerrilla commander, told a news conference.

"No one should have the power to attack the rule of law, freedom and security of Kosovo," Thaci said.

Police said they were unsure whether more than one person was involved.

Thaci led the territory's 1998-99 guerrilla war against Serb rule, which ended in an 11-week Nato bombing campaign to drive out Serb forces and halted their killing and ethnic cleansing of Albanian civilians.

He became prime minister in January, and Kosovo declared independence from Serbia the following month, after nine years as a ward of the United Nations.

Kosovo's postwar politics has been marked by bitter, sometimes violent rivalry. The main political factions control competing security and intelligence structures, and have often been accused of links to organised crime.

Reuters