Ten men broke into the complex on February 22, tied up eight staff, covered their heads with bags and beat them while questioning them.
And now there are reports USA intelligence services were involved.
With the U.S. and North Korea striving to improve relations after almost 70 years of hostility, such allegations could be explosive.
A woman walks past North Korea's embassy in Madrid, Spain, Thursday, Feb. 28, 2019. A woman managed to escape from a window on the second floor and her screams for help were heard by a neighbor, who contacted the police. Concerned neighbours quickly called the police.
Officers arrived at the scene but when they tried to enter the embassy a man opened the door to them and told them that there was nothing going on.
The Spanish Interior Ministry said at the time that neither North Korean diplomats nor other government officials had filed a complaint.More news: Klopp delighted to put Liverpool back on the map
Both cars were found abandoned nearby shortly afterwards.
Authorities have dismissed the idea that common criminals are behind the alleged attack.
But sources from the investigation told "El Pais", the Spanish newspaper, that they were able to identify several of the attackers from videos.
According to El Pais, Spain asked for clarification from the CIA but the United States spy agency denied any involvement.
'At least two of the ten assailants. have been identified and have ties with USA secret services, ' the paper said, citing sources from the police and Spain's intelligence agency, the National Intelligence Centre (CNI).
The CIA declined to comment to the BBC.
Why would anyone attack the embassy?More news: Man uses mobile phone as shield in alleged bow and arrow attack
"Sources believe that the goal of the attack on the North Korean embassy was to get information on Kim Hyok Chol, the former North Korean ambassador to Spain", El País reported on Wednesday.
Since 2017, when Kim Hyok Chol was expelled from Spain as "persona non grata" after nuclear tests and missile firings by Pyongyang, the secretive state has had diplomatic representation in Madrid but no ambassador.
He also travelled to Washington DC with Kim Jong-un's right-hand man, Kim Yong-chol, in January.
However, it is unclear precisely why the embassy attack took place, or who was involved.
If there is however a proven link with intelligence services, it could cause uproar both in North Korea and internationally.
A court in Madrid is in charge of the investigation into the break-in.More news: Smugglers' paradise? No deal Brexit plans would keep the Irish border open