According to Denver police spokesperson Raquel Lopez, investigators are looking into the possibility the shot was fired from a vehicle.
It is not clear whether the shot was intended to hit the campaign office as police have no knowledge of previous threats.
Obama campaign headquarters has not commented on the incident yet.
Denver was the site of the first spirited debate between Obama and his Republican challenger Mitt Romney last Wednesday.
With less than a month before the November 6 election, Obama and Romney are essentially tied in the polls.