At 8am the man hurled a Molotov cocktail at a section of the building that serves as a remand facility.
Flames crept up the front of the station after the firebomb landed on the asphalt in front of the building. But rescue services were quickly able to put out the fire.
Staff at the remand centre made an undramatic arrest outside the police station.
“It was a cry for help. He did this so someone would come get him and put him under arrest,” said police spokesman Per Ström.
“When questioned, the man said he was disappointed with society in general, and not specifically the police or the prison service. But the police station was a good place to be arrested.”
The incident did not result in any injuries. The 29-year-old, who does not have a criminal record, has confessed and is being held on suspicion of arson.