A video footage showing white smoke rising around the Chinese foreign ministry was posted on a social media platform on Tuesday.
The Chinese authorities have termed the incident as an "ordinary case of public security".
The footage emerged ahead of the 100th anniversary of the founding of the Communist Party in July.
The footage also showed someone shouting, "You said socialism is good," in front of decoration to celebrate the ruling party's centennial, Kyodo News reported.
It is unknown when the video was taken.
Chinese Foreign Ministry spokesman Wang Wenbin told reporters that this was an "ordinary case of public security" and the relevant departments are investigating it in accordance with law.
On Tuesday, Chinese authorities tightened security near the Foreign Ministry. President Xi Jinping is scheduled to make a speech on Thursday at a ceremony to mark the anniversary.
( With inputs from ANI )
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