A law enforcement source told CNN the shooting happened in the newsroom.
Earlier, an officer on the scene would not confirm if the newspaper office building was involved, however, the address police gave matches the one listed on the Capital Gazette's website.
Maryland Gov. Larry Hogan just tweeted about a shooting at the Capital Gazette building in Annapolis. He warned people to stay away from the scene of the shooting.
Hogan said that he was "absolutely devastated to learn of this tragedy in Annapolis."
A law enforcement official tells CNN that one person is in custody, believed to be a shooter at the Gazette building. The source said there are multiple wounded.
Anne Arundel police tweeted that they are continuing to search the building.
President Trump has been briefed on the shooting in Annapolis, deputy press secretary Lindsay Walters told reporters.
The President was in Wisconsin today for meetings with supporters and the groundbreaking ceremony of a new Foxconn plant.
Lt. Ryan Frashure, a spokesperson for the Anne Arundel County Police Department, told CNN affiliate WJLA that officers could not confirm whether any arrests have been made in the shooting.
"We're doing the best we can," he said. "We're doing everything we can to get people out safe and we're trying to minimize the casualties."
Frashure said the shooting occurred at 888 Bestgate Road. Officers, he said, were evacuating the building to "make sure people are out safe."
"And again, there's a lot of factors that got into this. so there's a lot of secondary things we have to look into also," Frashure said. "Whether there's any type -- whether there is other shooters, there might be more than one, bombs, anything like that, so there's a variety of things we have to go through."
He added that officers were focused on getting people out of the building, so they can be reunited with family.
The Anne Arundel Police Department confirmed on Twitter that officers are responding to an active shooter in Annapolis.
An officer on the scene would not confirm if the newspaper office building is involved, however the address matches the one listed on the Capital Gazette's website.
The Baltimore Sun is reporting that "multiple people had been shot" at the Capital Gazette newspaper in Annapolis, Maryland.
Police were also at The Baltimore Sun newsroom in Baltimore, and a Twitter account for the Anne Arundel Police Department confirmed there was an "active shooting" there.