Police investigating "possible shots" heard in PARKING GARAGE of Rayburn

WASHINGTON (CNN) -- Capitol Police said Friday they were investigating reports of shots fired in the garage of the Rayburn Office Building, where members of the House have their offices.

The entire Capitol complex has been locked down, CNN's Dana Bash reported.

Tunnels connect all of the buildings in the complex.

Rep. Peter Hoekstra, R-Michigan, was conducting a House Intelligence Committee hearing at the time, according to an Associated Press report. Hoekstra interrupted a witness to tell those at the hearing to remain in the room and said doors must be closed.

"It's a little unsettling to get a Blackberry message put in front of you that says there's gunfire in the building," he told AP.