Although the situation was not immediately clear, it appeared possible that this was not to protect President Mohamed Bazoum, but rather to contain him in the building.
AFP cited a security source as saying that elite troops had suffered a "fit of temper" and that "talks" were underway looking to defuse the situation.
The surrounding region has been unstable in recent years, with a series of coups in neighboring Mali and Burkina Faso since 2020.
And in Niger itself, a failed coup attempt in 2021 two days before Bazoum's inauguration sought to stop him from taking office.