It also came just as a joint U.N.-African peacekeeping force took over control in Darfur. Al-Qaida has called for a "jihad" or holy war against the peacekeepers.
But al-Qaida has shown little overt presence in Sudan in since the Sudanese government threw out Osama bin Laden in the late 1990s.
Humanitarian aid workers have come under increasing attack in Darfur by the region's multiple armed groups, but such attacks have not been known to take place in Khartoum, which is reputed to be much safer than other African capitals.
The Darfur conflict is separate from the North-South civil war ended by the 2005 accord that Granville was helping to implement.
Granville is the first U.S. diplomat to be killed in Sudan since the 1973 assassination of U.S. Ambassador Cleo Noel, slain along with senior embassy officer George Curtis Moore by the Palestinian Black September militant group.
Associated Press writer Carolyn Thompson contributed to this report from Buffalo, N.Y.