Police, fire engines and ambulances were stationed outside the offices of European Navigation in a southern suburb of the capital.
The gunman, a 76-year old former employee, was found dead in another area of the building to the victims, two men and a woman, police said.
Anti-terrorism forces entered the building, Reuters reporters at the scene said.
Among the dead was European Navigation’s owner, said police spokeswoman Konstantina Dimoglidou, who didn’t name the victim.
“We were at our desks working, we heard shots,” an employee who did not identify herself told the Proto Thema news website. She said the gunman had told employees to leave.
Dimoglidou said that next to the shooter “was the weapon of his unlawful act and he had probably shot himself.”
Shootings, outside of gang-related activity, are rare in Greece, which has strict laws over gun possession.
Police, who had cordoned off the area, said they were investigating the incident.