No deaths have been reported so far while at least six were injured in the attack, said Ahmed Al Ansary, the head of Egypt's Ambulance Authority.
The explosion was caused by three bombs that were planted near the building, security officials said.
It caused huge damage to the facade of the security building and at least 20 buildings and vehicles in the surrounding area.
About 25 ambulances and security forces were rushed to the spot, according to Egyptian TV.