Afghan interior ministry spokesman Siddiq Siddiqui said police had heard "a couple of minutes" of gunfire from inside the Ariana Hotel compound at around 1645 GMT.
"Our police heard there were some shots from inside the Ariana compound," he said. But he added that Afghan forces could not go inside as the site "belongs to coalition forces" and was "not within the reach of police".
An Afghan government source speaking anonymously to AFP said the Ariana compound was used by the CIA.
A US official in Washington confirmed an attack against a facility used by US officials in Kabul, telling AFP "the situation is fluid, and the investigation is ongoing" over the incident. The CIA declined to comment. A spokesman for the US embassy in Kabul, Gavin Sundwall, also said he could not comment on the incident.
Major Jason Waggoner, spokesman for the NATO-led International Security Assistance Force (ISAF) in Kabul, confirmed that "there were shots fired" near the hotel but did not have further details.
The attack came amid escalating violence in the capital which earlier this month saw a a 19-hour siege which targeted the US embassy and also the assassination of former president Burhanuddin Rabbani.
Washington has accused elements of the Pakistani state of supporting the Al-Qaeda-linked Haqqani network which it blames for the September 13 embassy attack, and tensions between the US and Pakistan have reached an unprecedented level.