An eyewitness said that he had heard four loud bangs at about 03:30 a.m. local time (01:30 GMT), according to the thestival.gr, a news portal.
The blast damaged the entrance to the building of the diocese, which is administered under the leadership of Metropolitan Barnabas.
Security guards found four maces at the site, and are now searching for the perpetrators of the attack, the news outlet added.
The Greek Orthodox Metropolis of Neapolis and Stavroupolis was established in 1974 in the west of Thessaloniki, Greece's second-largest city. The religious district includes 53 parishes, 20 cantons, and other church-administrated facilities serving the community.