The 26-year-old Austrian, who has not been named, "died on the street from his gunshot wounds" police spokesman Harald Soros said, adding that the guard initially used pepper spray against the assailant.
The country’s Ministry of Defense said the solider used pepper spray to try and stop the attack but was then forced to use his gun.
The current motive behind the attack is unknown but security is said to have been increased at all embassies across the capital city.
