The Anambra police command says it has rescued two abducted staff of the US consulate.
Ikenga Tochukwu, Anambra police spokesperson, said the rescue took place in the early hours of Friday.
On Tuesday, gunmen attacked a convoy conveying staff of the US consulate, officers of the Nigeria Police Force (NPF), and some civilians.
Two police operatives were killed alongside two staff of the consulate.
The police spokesperson said the bodies of the victims were set ablaze by the gunmen.
Antony Blinken, US secretary of state, had said some members of the convoy remained unaccounted for.
He said the US would collaborate with Nigerian security agencies to ensure that the attackers are brought to book.
Although there is no clear motive for the attack, Echeng Echeng, Anambra police commissioner, alleged that the Indigenous People of Biafra (IPOB) and Eastern Security Network (ESN) were behind the ambush.
He spoke while announcing the arrest of two suspects on Thursday.