Gen. Cesar Pinzon, the city's police chief, cast blame on leftist rebels, but said authorities were not sure if the bomb was aimed at the station or at several nearby bank headquarters.
President Juan Manuel Santos hurried to the scene and branded the explosion "a terrorist act," saying it was meant to sow fear and create skepticism about the government.
"We are going to continue fighting terrorism with everything we have," said Santos, who took office on Saturday. He replaces Alvaro Uribe, whose tough tactics sharply weakened the leftist guerrilla groups that have fought the government for decades.
Santos toured the blast site surrounded by a cloud of security agents and urged Colombians to go on with normal activities. The blast shattered windows and left scraps of a destroyed car scattered in the street.
Pinzon said six people had suffered minor injuries, mostly cut faces and arms. He said most had been on a bus that was passing by as the bomb exploded.
Caracol Radio continued broadcasting from its 12-story building despite the blast.
A car bomb that exploded in March in the Pacific coast city of Buenaventura killed at least nine people and injured about 50.
Bogota had not suffered a car bombing since January 2009, when a blast at an automatic teller machine killed two people.