The man was arrested in the city of Patra, some 200km from the capital.
Police found him at a hotel near the bus station in the port city, public television channel ERT reported.
He was found in possession of a second weapon, a loaded .38 calibre revolver, according to local media.
According to local media reports, the attacker had entered the buildings with a shotgun concealed under his coat.
State broadcaster ERT showed surveillance footage of the suspect calmly leaving the building on foot – with police investigating the possibility he had caught a taxi to the second location.
“I saw the whole thing… he was firing at the ground,” one eyewitness told state news agency ANA.
“Four women working at the small claims court were slightly injured,” the head of the judiciary employees’ union in Athens, Stratis Dounias, told the broadcaster.
ERT reported the five people – a man and four women – were left with non-life-threatening injuries in the shootings.
Gun violence in Greece is relatively uncommon, as firearm ownership is allowed but heavily regulated.
