An armed man tried to breach the FBI building in Cincinnati, Ohio, early on Thursday before fleeing, the FBI said, calling it a "critical incident."
"Law enforcement has traded shots with a male suspect who is wearing a grey shirt and body armour," Clinton County Emergency Management Agency said in a statement, urging people nearby to stay inside and lock their doors.
NBC News reported the armed man, flashing an AR-15-style rifle, fired a nail gun into the building. Authorities shut down two highways and imposed an area lockdown.
The armed person tried to breach the Visitor Screening Facility at the building before fleeing north onto Interstate 71, the FBI Cincinnati field office wrote on Twitter.
The latest information stated the man exchanged shots with law enforcement in a corn field in Clinton County, in neighbouring Michigan.
Details and the motive were unclear.
The FBI has been the subject of online threats since it searched former President Donald Trump's Florida estate this week to probe whether he illegally removed records from the White House as he was leaving office.