The action was in protest at Ganzuri's appointment, one of the organisers, Ahmed Zahran, told AFP, adding that a news conference would follow shortly.
Hundreds standing outside the building just blocks from Tahrir Square, the epicentre of demonstrations, chanted "Leave! Revolution! Ganzuri is a former regime leftover."
Ganzuri himself said earlier today that a new cabinet will not be finalised before parliamentary elections which start next week, and that he did not yet plan to go to the building.
Egypt's ruling military council named Ganzuri, who served as premier under ousted president Hosni Mubarak, to the dismay of protesters who want a new figure to lead the transition to democratic rule. Outside the headquarters, protesters said they were eager to prevent any damage to the building.
"We are protecting the building. We are organised so that we can protect our reputation," said protester Omar Abdel Mansur, 35. Pro-democracy groups had put forward several names including UN nuclear watchdog chief Mohamed ElBaradei and ex-Arab League secretary general Amr Mussa to lead a national salvation government.