The bomb, which wounded three people and shattered nearby windows, exploded in front of the building housing the agency that is the chief successor to the Soviet-era KGB.
The wall and many of the building's windows were damaged. Glass was also blown out of window frames across the street.
Flying glass injured a police officer and two security service employees, according to FSB spokesman Alexander Zdanovich.
He added the bomb was rather small, equal to 2.2 pounds of TNT, and probably not set off to inflict major casualties. It exploded at 3:00 a.m. local time, when the downtown Moscow street was empty and few people were in the building.