The protesters included Italian MEP Giusto Catania, who belongs to the European United Left group.
The demonstrators said they wanted to photograph holding cells inside the station, and condemned the riot police for alleged brutality. One Italian protester was lightly injured, media reports said.
The police said the protesters had to submit a written request to see the station. The protesters were temporarily detained in a police van outside the Aghios Pandeleimonas station, near central Athens.
Around 200 members of the European Social Forum - currently meeting in Athens - later gathered outside the station.
Government spokesman Evangelos Antonaros said Greece respected freedom of speech but protests had to be "a peaceful expression of views."
Some 8,000 police have been on the alert in the Athens since the start Thursday of the forum, which ends Sunday.
Around 12,000 anti-globalization and anti-war activists have already gathered at the city's former airport. Police expect 30,000 protesters to march Saturday in the center of the capital, including past the U.S. embassy, the AP reports.
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