The shooter is in custody and interviewed, local police said, not revealing his identity.
Unconfirmed reports said the suspect opened fire with a shotgun.
Preliminary indications were that the shooter was acting alone, according to the police.
"Gunman shot through glass door and opened fire. Employees could hear gun being reloaded." a reporter for the newspaper, Phil Davis, tweeted, saying that multiple people were shot.
"There is nothing more terrifying than hearing multiple people get shot while you're under your desk and then hear the gunman reload," he said in another tweet one minute later. He later clarified that he was already safe when he started tweeting.
Davis said the shooter, after multiple shooting, just stopped firing.
"I don't know why. I don't know why he stopped," he said.
U.S. President Donald Trump has been briefed on the shooting, said White House deputy press secretary Lindsay Walters.
"My thoughts and prayers are with the victims and their families. Thank you to all of the First Responders who are currently on the scene," Trump wrote on Twitter.
Following first reports of a shooting around 2:40 p.m., police cars were seen swarming the scene while people were seen streaming out of the building with their hands up.
The Capital Gazette is owned by The Baltimore Sun located in Baltimore.