The sounds were heard on Friday in the garage level of the Rayburn building, which houses offices of members of the US House of Representatives.
The Capitol police said officers were "investigating the sound of gunfire".
"We're searching inside the buildings right now," said US Capitol Police Sergeant Kimberly Schneider.
"The report is that shots were fired," she said
Armed Capitol police officers surrounded the complex. No one was allowed to enter the building, and at least four ambulances were parked outside.
Meanwhile, shotgun-toting police continued to be deployed around the sprawling office complex while hapless tourists who had been sightseeing at Congress, one of Washington's top attractions, were required to sit immobile in the corridors of the buildings.
There were no reports of any arrests or injuries, the police said.
Peter Hoekstra, a Michigan Republican and head of the House intelligence committee, also said there were reports of gunfire and said the office building had been locked down, with no one allowed to enter or leave.
Hoekstra's spokesman, Jamal Ware, said Capitol Police were monitoring the situation. "We have been asked to close the doors," he said.
The four-storey Rayburn building, which also has three underground parking levels, is one of the largest buildings in the Capitol complex, making it particularly challenging to secure.