There were no reports of injuries.
Two Greek media organizations received warning calls before the explosion at 0250, one police official said.
The individual who called in the warning about the explosion insistently asked that the buildings be evacuated but did not name any organisation as responsible.
Police, who had cordoned off the area, found a bag which contained the explosive material outside the building.
Counter-terrorism police and forensics investigators are at the crime scene looking for evidence. According to police there were three perpetrators, of which two left the bag with the bomb outside the entrance while the third was waiting in a van.
The perpetrators were detected by a police guard that was inside the building, who saw two individuals leave a bag (which contained the bomb) outside the entrance.
When the driver of the van saw the guard he shot once at him without injuring him.