The blast in a police training hall blew off a door, shattered windows and damaged at least six offices in the two-story building, police said. A small fire was doused quickly.
No group claimed responsibility. Investigators who spoke on condition of anonymity said suspects included a number of police officers recently dismissed for alleged corruption.
A police bomb expert, Demy Montoya, said the bomb was made of ammonium nitrate packed in a liquor bottle and set off by a lit mosquito coil.
"The bomb was meant to send a message and not to harm people," he said.
A few minutes after the explosion, a man called and asked if the bomb had gone off, laughed and then hung up, investigators said.
Police sources said hours before the explosion, a group of policemen on probation were attending mandatory remedial classes at the hall.
At least nine policemen have been relieved of their duties since December when the new city police chief, Superintendent Amado Marquez, took over and started a crackdown on corruption and other irregularities.
Marquez’s office, located on the building’s second floor, was not damaged by the blast.
The explosion, Marquez said, could be "part of an effort to humiliate police leaders" in the city.  Antonieta Lopez