Footage from the scene showed pieces of a wrecked vehicle near the gates of the station. Glass from windows in buildings in the vicinity were also shattered, while all roads in the area have been closed for security purposes.
A security source says that Islamic State (IS, formerly ISIS/ISIL) are suspected of being responsible for the car bomb. Police are searching for a militant, while his father was detained in a raid carried out by law enforcement officers.
A DNA test is expected to confirm whether the suspect carried out the attack, Reuters reports.
It is understood that a car bomb detonated just outside the police headquarters while there were media reports of gunfire in the area after the bomb exploded.
Gaziantep is located in the south of Turkey near the border with Syria, which is controlled by Islamic State (IS, formerly ISIS/ISIL) forces. Since the emergence of the terror group in the summer of 2014, Gaziantep has been used as a stopping off point for numerous foreign jihadists looking to join up with IS in Syria.