However, police said that Sidi Ould Sidna, one of three men charged with the December 24 killings, may have been one of the people who escaped from the building.
An Associated Press news agency reporter at the scene said that two men were killed, including one police officer. Suspects escaped
Police surrounded the building on Tuesday believing the fighters were still inside, before moving in supported by soldiers at 7.30am (0730 GMT), witnesses said.
"There was nobody there, just ammunition and a few personal effects," a source told the AFP news agency.
Security sources said a car with five or six people managed to get away during Monday night's clash under the cover of fire from men inside the house. Officers later found a wounded man in the abandoned car.
A security official originally said the captured man was riddled with bullet wounds and police had been "80 per cent sure" he was Ould Sidna.
Ould Sidna escaped from a courthouse last Wednesday after an interrogation session, tricking guards who believed he was inside a bathroom.