The assassination team was helped by the Black Hand, a Serbian secret nationalist group; support came from Dragutin Dimitrijević, chief of the military intelligence section of the Serbian general staff, as well as from Major Vojislav Tankosić and Rade Malobabić, a Serbian intelligence agent. Tankosić provided bombs and pistols to the assassins and trained them in their use. The assassins were given access to the same clandestine network of safe-houses and agents that Malobabić used for the infiltration of weapons and operatives into Austria-Hungary.
Eh, a handful of Serbians did but there’s not evidence it was a state-sanctioned assassination.
The Black Hand was quite tightly tied to the Serbian government at the time.
https://en.wikipedia.org/wiki/Assassination_of_Archduke_Franz_Ferdinand