Anti-riot police drove off the assailants on Friday.
One man was arrested for allegedly attacking police cars with an axe and another 18 were taken into temporary custody, the agency quoted Greek police as saying.
Police said they found the axe in a bag carried by the 29-year-old man and believed it had been used to damage cars outside the building.
No casualties were reported.
Non-governmental organisations had earlier accused police from the same precinct station of torturing Afghan immigrants.
Human-rights activists said last Tuesday that police raiding an Athens hostel carried out mock executions on Afghan immigrants, with one officer allegedly sticking a gun in a teenager's mouth.
"At least 30 immigrants were very seriously maltreated by police, who even carried out simulated executions on them, placing weapons against their heads and necks," Maria Kali, who works for a rehabilitation centre for torture victims, said.
Police said on Monday, after the broadcast of a television documentary highlighting the allegations, that they would investigate reports that officers had beaten Afghan and Iranian immigrants.
Fighting and poverty resulted in
a veritable exodus of Afghans
The programme, shown by the private TV channel Mega on Sunday, quoted reports from rights groups alleging that police clubbed the group of about 30 immigrants during raids last week.
Iro Varsami, a doctor with the medical charity Doctors of the World who tended 10 of the victims, said: "The number of immigrants who were tortured must be some 60, but we've found out only about 30 because others are hiding out of fear."
Greek non-governmental organisations have frequently condemned the treatment of asylum seekers and clandestine immigrants by Greek authorities.