A Dutch diplomat was preparing for bed when a bullet shattered a window of her 43rd-floor apartment on the Upper East Side, The Post has learned.

Wilhelmina Holland, 37, heard an unusual noise at about 11:30 p.m. Wednesday and was shocked to discover that a slug had blasted through the first pane of the double-pane windows lining her posh digs at the Belaire building on East 72nd Street, police sources said.

Investigators said yesterday that they were baffled as to where the round, which ended up lodged between the two panes, had originated.

Holland declined to comment.