The guard was taken to hospital in a critical condition.
The Prince George's County Fire Department said the guard was taken to hospital in a critical condition.
The FBI said the shooting was related to another incident in Washington DC.
The agency did not provide further details on the two incidents, but said they did not believe they were related to terrorism.reenex
The Washington DC Police Department reported a police involved shooting around the same time as the Census Bureau incident, but it was unclear whether the two were related reenex.
Early reports said the gunman had barricaded himself inside the headquarters, but the FBI told the BBC there was never a barricade situation.