The headquarters of the EU training mission in Mali was attacked Monday.
"No EUTM-Mali personnel has been hurt or injured during the attack. EUTM-Mali is securing the area," the mission said on Twitter.
Mali's Security Ministry reported that one attacker was killed and two suspects were arrested.
The headquarters is based in the Hotel Nord Sud, in Bamako, Mali's capital.
The U.S. Embassy in Bamako said it was aware of small arms fire and advised citizens to avoid the area and shelter in place.
It wasn't immediately clear who was behind the attack.
Mali has struggled with instability and Islamist extremists for years.
After a March 2012 military coup plunged the country into chaos, Islamist extremists with links to al Qaeda carved out a large portion of northern Mali for themselves.
At Mali's request, France sent thousands of troops after the coup to help push out the militants. The United Nations also established a peacekeeping mission to secure the government enough to continue a peace process.
Military pressure largely drove Islamist militants from major cities, but they regrouped in the desert areas.
A November terror attack at the Radisson Blu Hotel in Bamako left 19 people dead.