According to the police, the incident occurred at 2:35 a.m. local time (00:35 GMT), damaging the first and second floors of the building.
Nobody was injured by the blast as two local media outlets — the Zougla website and the Antenna television channel — received a warning call about the bomb threat in advance and police officers had enough time to cordon off the area.
Minister of Citizens' Protection Olga Gerovasili and the head of the Greek police have immediately arrived at the scene.
"The head of the Greek police and I have been here from the very beginning due to an incident that damages our democracy. But democracy has been protected," the minister told reporters, adding that a comprehensive investigation into the case would be carried out.
No organization has claimed responsibility for the explosion yet.