The unknown group, calling itself “Initiative for a New Shock,” sent a letter to the regional television station MDR on Wednesday, saying it had set the fire.
“If you do not disarm, we will do it,” the note said. “In order to make inhumane instruments of war unusable, we simply set them on fire.”
Investigators from the Saxony state criminal office (LKA) are examining the note.
They have already pointed to left wingers as possible culprits, saying the methods would fit what they know about such extremists.
No one was injured in the Sunday night fire which caused around €3 million in damages.
The perpetrators had to climb a fence more than two metres high and cut the electric security wire above, LKA spokesperson Silvaine Reiche said, adding that the attack was well organised.