No one was injured in the attack, and the building was not damaged, the source told RIA Novosti.
The assailant, described by eyewitnesses as a man aged between 18 and 20, fled the scene. A search is underway.
The incident comes on the fifth day of riots in Greece, sparked by the fatal police shooting of a teenager in Athens.
Thousands took to the streets of the Greek capital on Wednesday as a nationwide strike over government policies brought the country to a halt.
The planned 24 hour strike hit public transport and flights, closing banks, schools and universities as trade union members and demonstrators gathered outside the parliament to protest against government economic policies and demand the resignation of Prime Minister Costas Karamanlis.
