(CNN) -- Police in a Chicago, Illinois, suburb Wednesday were investigating a pipe-bomb explosion that decapitated a man.

The body of Colin Dalebroux, 21, was found near a middle school close to his apartment in Evanston, Illinois, on Tuesday, CNN affiliates reported, citing local police.

WGN-TV reported that a man walking his dog in a park found the body when his pet tugged at his leash.

The man, Dale Wyatt, and another pedestrian saw the body and called police.

"Honestly, at first I thought it was a mannequin, like somebody was playing a sick prank," Wyatt said.

Wyatt said the body "was laying, his legs were underneath his body like he was laying down. His right arm was up and then everything from the neck up was completely gone."

Police on Tuesday said an explosion was heard in the area about 3:53 a.m. and residents thought it was a blown transmitter. Police responded but couldn't identify the source of the sound.

Nearly two hours later, police were called again when the man's body was discovered.

Police arriving on the scene saw what they thought was an "operable explosive device" and called the Cook County Bomb Squad. Officers immediately established a safety perimeter and went door-to-door to notify residents.

The device was safely rendered inoperable, authorities said. Police believe the victim had two explosive devices, thought to be pipe bombs: the one that was dismantled and "one of which detonated ending his own life."

Police searched the area and went to what was thought to be the victim's residence.

"While at this location, Evanston Police determined that no immediate public safety risk existed," police said Tuesday.

Investigators were working with the FBI to examine the man's computer.

The school, Nichols Middle School, is closed for the second day in a row because of the blast and the probe into the incident.