The 44-year-old is understood to have been due to appear on two charges of theft.
Emergency services were called to the courthouse, in High St, after the discovery of the man's wound about noon yesterday.
A police spokeswoman said it appeared his injuries were self-inflicted.
An ambulance was called but stood down after attending officers transported the man to Dunedin Hospital themselves, the spokeswoman said.
A Ministry of Justice spokesman said that the man was not in custody and the injury was understood to have occurred on Monday night.
"A man was found bleeding from his leg in the foyer outside a courtroom in the Dunedin Courthouse today,'' the spokesman said. "The man, who was not in custody, was due to appear in court this morning.''
Court staff were seen washing blood from the pavement outside the courthouse after the incident.
