No one was hurt in the blast, which took place at Bologna's Corticella police station at around 3am on Sunday morning. Several officers were sleeping inside the building at the time.
The blast caused damage to the station building and was heard by nearby residents.
CCTV footage shows three men, dressed entirely in black with their faces covered, set fire to two canisters filled with petrol or another flammable liquid outside the station, before fleeing the scene.
Police do not yet have any suspects or concrete information about the motives behind the act, but one of the hypotheses is that it was an "anarchist attack", according to Bologna Repubblica.
Police believe the three culprits had assistance from at least one other accomplice.
Prime Minister Matteo Renzi visited the station later on Sunday; he had already planned to visit the northern city as part of his campaigning in the final week before Italy's constitutional referendum.
Renzi called for "solidarity" and said: "What's certain is that we will find [the perpetrators] and bring them to justice."
Ho portato la solidarietà degli italiani ai Carabinieri di Bologna, chi attacca l'Arma attacca lo Stato pic.twitter.com/Zqa2fO9YoQ— Matteo Renzi (@matteorenzi) November 27, 2016
I conveyed the solidarity of the Italian people to the Bologna police; anyone who attacks the forces attacks the state.