The attacker poured two buckets of gasoline on the building's front door before setting it on fire Wednesday night.
No one was injured in the attack, the New York Times reported.
The consulate issued a statement following the attack.
"We urge the U.S. side to take all necessary measures to provide adequate protection for Chinese consular personnel and properties, and bring the culprit(s) to justice as soon as possible."
No one has claimed responsibility for the fire, and police had no suspects as of Thursday morning, authorities said.
The incident comes as tensions have risen between the United States and China over territorial disputes off China's coast.