Montenegrin authorities continued to investigate the motive for Thursday's attack, in which no one else was injured. There have been no indication so far it was linked to terrorism.
Serbia-born Dalibor Jaukovic left a six-page handwritten note asking his family "to forgive him for what he is going to do," the Pobjeda newspaper reported, citing sources close to the investigation.
A veteran of Kosovo's 1998-1999 war, Jaukovic left the note at the house where he lived with his mother and brother, the paper said. He was in his forties.
Local papers also published several posts Jaukovic put on his Facebook page reflecting his anti-NATO views in a country which joined the military alliance last year.
"Montenegro it's a shame that fascists are closer to us than Russians" and "No to NATO," read some of his posts.
Prosecutors said Thursday that so far no evidence was found to link the blast with terrorism.
The small Adriatic state of some 660,000 people joined NATO last May, a decision that provoked violent protests by the pro-Russian opposition in 2015.
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