It was not immediately clear who had set fire to the building in Egypt's Sixth of October city near Cairo.
Some witnesses said they had seen police burning documents in the building, which had one floor burned out. Police said the property was set alight by citizens. At least seven people, including police and civilians, were injured, witnesses said.
The state security police Egyptians say tried to violently put down protests that led to toppling of Hosni Mubarak on Feb 11. More than 300 people died during the demonstrations.
The Interior Ministry is studying a plan to restructure the security apparatus but denied a report that the work of part of the service was being temporarily suspended, the state news agency reported citing a high ranking security official.
On Friday, around 200 protesters stormed state security headquarters in Alexandria, gaining control of its lower floors and driving police officers to hide further up.
MENA said on Saturday the army had evacuated everyone in the building in Alexandria. It cited a top security official as saying 21 policemen had been injured during the attack.
(Writing by Shaimaa Fayed; Editing by Jon Hemming)