The protesters overturned police barricades on steps leading up to the building and reached the main door before dispersing. Some shook hands with on-duty colleagues who unsuccessfully tried to hold them back.
Police associations called the noisy evening demonstration Thursday to express their anger at ongoing pay and pension cuts.
The austerity measures are being enacted in return for a 78 billion euro ($105 billion) bailout the debt-heavy country received in 2011. The cuts have provoked widespread anger.
Leaders of the police associations say discontent in the security services is running high.