Several people were hospitalized, the agency said in a statement, though preliminary reports do not indicate that anyone was shot.
The incident, which happened shortly after 7 a.m. ET, is not terror-related, US officials told CNN.
President Donald Trump has been briefed on the shooting, White House deputy press secretary Lindsay Walters said in a statement.
Aerial footage of the scene showed a black SUV that appeared to have crashed into concrete barriers.
The FBI is leading the investigation, the National Security Agency said.