Police said they were investigating what led to an unfounded report of a hostage situation that prompted a lockdown and office building evacuation near the Missouri governor's mansion Tuesday.

It was unclear whether the incident was a misunderstanding or a hoax, police said. No arrests were made, and there were no injuries reported among the 155 people in the building.

A woman told police she heard a warning over an elevator speaker, then alerted another woman who called an alarm company, which notified police around 10 a.m., said Jefferson City Police Capt. Mike Smith.

Police Capt. Doug Shoemaker, who was among the first responding officers, told reporters he heard a warning over the public address intercom telling workers to avoid the fifth floor because of a hostage situation.

But police said they did not know the impetus for the hostage reports.

"I appreciate your confusion," Smith told reporters. "We have the same confusion, and that's why we have to follow up on these things."

A former hotel, the 10-story Governor Office Building is located across the street from the governor's mansion. It primarily houses the staff of the Missouri Public Service Commission, which regulates utilities. It also is home to the state's consumer advocacy office and a development finance board.

Neither Gov. Jay Nixon nor his staff work in the building. Nixon was in Dallas at the time for a meeting but quickly returned to Missouri upon hearing of the situation, spokesman Jack Cardetti said. Nixon later issued a statement praising law enforcement's quick response.

Police blocked vehicle and pedestrian traffic near the building while a Missouri State Highway Patrol helicopter circled overhead and officers with guns positioned themselves around the building.

Mike Reid, a lobbyist for the Missouri School Boards' Association, said he was attending a meeting at the association's ground-level office when police approached the building with guns drawn. Officers told people to exit through a back door with their hands up and indicated there was a potential hostage situation, Reid said.

Mark Hughes, a staff adviser to Public Service Commissioner Jeff Davis, said the commission's executive staff and safety officers determined nothing out of the ordinary happened on any of the nine floors it occupies.

Public Counsel Lewis Mills, whose office is on the sixth floor, said nothing unusual happened in his office. An employee for the Missouri Development Finance Board, located on the 10th floor, also said nothing unusual occurred.