The device was live but failed to explode Tuesday due to a defect in the primer, according to bomb disposal experts sent to defuse it.
No message was found inside the parcel but the type of bomb was typical of anarchist devices, anti-terrorism investigators said.
Police warned all newspapers and media organisations to be on their guard for suspect packages delivered to their offices.
In December 2010, a Greek-linked Italian anarchist group, the Informal Anarchist Federation (FAI), had claimed responsibility for a package bomb found outside the Greek embassy in Rome.
Nobody was injured in the incident, but two parcel bombs at the Chilean and Swiss embassies in the Italian capital that same month seriously injured two people who opened them.