Security forces cordoned off the whole area around the bombing site, closed major entrances and exits to Mansoura and set up checkpoints to search for perpetrators. State TV called on residents to rush to hospitals to donate blood.
No one immediately claimed responsibility for the bombing, which came a day after an al-Qaida-inspired group called on police and army personnel to desert or face death at the hands of its fighters.
The militant group based in Sinai and several others have claimed responsibility for a surge of attacks on security forces since a popularly-backed coup in July toppled the country's former Islamist president, Mohammed Morsi, who hails from the Brotherhood.
In response, Egypt's armed forces launched an offensive against militants in the northern part of Sinai in August.
Coupled with the offensive and with Morsi ousted and imprisoned, Egyptian investigators have moved to put him on trial for links to militants, accusing him and the Brotherhood of being behind the wave of violence in Sinai.
Tuesday's bombing was not the first time that the security headquarters in Mansoura was targeted.
Weeks ago, an explosion went off in front of the building but caused no casualties.
Since the summer coup that ousted Morsi, militant Islamists have attacked several security headquarters with car bombs or by suicide bombers.
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