The Sheikh Zuwayed police station in Arish was hit with two RPG rockets on Tuesday.
A massive explosion was heard and fire was seen raging behind the fences around the police station.
Fierce clashes broke out between security forces in front of the station and armed men. No injuries have so far been reported.
Sinai has seen a spate of attacks on police and army establishments since the ouster of President Mohamed Morsy in early July. Last week, the army announced the arrest of a number of suspected perpetrators of the attacks.
Twenty-five Central Security conscripts were killed last week in Rafah in the bloodiest attack on security forces in Sinai in a year.