KABUL, Afghanistan—A suicide car bomber targeting a convoy of foreign troops exploded about 200 yards (meters) outside the U.S. Embassy in Kabul on Thursday, killing at least four Afghan bystanders as people entered the compound for a Thanksgiving Day race.

At least 18 others were wounded in the morning attack, said Abdullah Fahim, a health ministry spokesman. Police officer Abdul Manan said the explosion was set off by a suicide bomber in a Toyota Corolla.

No U.S. Embassy personnel were killed or injured in the blast, an embassy statement said.

The Interior Ministry said the bombing targeted a convoy of foreign troops but it had no additional information.

The blast happened on the last day of a visit by a United Nations Security Council delegation. The U.N. had warned its staff in Afghanistan of possible terrorist attacks coinciding with the visit.

The U.S. Embassy was hosting a Thanksgiving Day run scheduled for 9 a.m. Americans and other Westerners were entering the embassy compound when the bomb went off—at about 8:30 a.m.—ending some participants sprinting for the embassy’s inner gates.

“I was about 30 or 40 yards inside the (outer) gate. There was a large explosion. I felt the shock wave, though it wasn’t all that strong,” said Danny Cutherell, a 26-year-old aid worker from Virginia. “We were about 200 yards (meters) from the blast when it went off, but we were behind the embassy wall and that protected us.”

“It’s just scary to be that close to it,” he said.

Embassy employees are not allowed to leave the embassy’s compound in Kabul, so employees there often organize sporting events and other parties and invite Americans who live in Kabul. The Thanksgiving run has become an embassy tradition.

After a 90-minute delay, about 60 people ran the race. The course wound through the embassy’s high, razor-wire-covered walls, past armed security guards and large diesel generators that power the compound.