Reports from Greece say a parcel bomb has exploded in the offices of a courier company, slightly injuring an employee.
Its final destination was said to be either Mexico or the Mexican embassy in Athens.
Greek police say at least one other parcel device was found in another agency and made safe.
Four people have reportedly been arrested in the centre of Athens.
Police are said to suspect that they belong to a local extreme-left or anarchist group which regularly claims responsibility for attacks in Greece.
Parcel bomb explodes in Greece