It was not immediately clear who was firing the gunshots, Al Jazeera reported.
A security source with contacts inside the building said people had been hit in the gunfire.
Local sources reported the deployment of army forces.
A second source said two people were dead but it was unclear if they were security forces or those who launched the attack.
Political instability has blighted the country for decades.
Nine coups or attempted coups since independence from Portugal in 1974 have hobbled efforts to pull the economy beyond its reliance on the export of cashew nuts.
MA/PR
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