The shooting occurred around 6 p.m. when the unidentified suspect got out of his vehicle with a weapon before he was shot, the FBI told Fox News in a statement.
"The subject was wounded and has been transported to a hospital for medical attention," the FBI said.
The agency did not specify what type of weapon the suspect had or his motive.
Hours earlier, he was stopped by armed guards "just outside the secure perimeter of CIA Headquarters by our main gate" on a major causeway, State Route 123, the CIA told Fox News.
"Our compound remains secured, and our Security Protective Officers working the incident are the only Agency personnel directly involved," the agency said.
The suspected intruder did not make it onto the compound, officials said. No shots were fired by the suspect at the time and no agency personnel were injured.
The Fairfax County Police Department told Fox News it was assisting with traffic control near the incident after Dolley Madison Boulevard was closed off.
"Everything is fine. I think the closures are just out of extreme caution," a police spokesman said.
Security around the spy agency headquarters is extremely tight. In 1993, Mir Aimal Kansi, a Pakistani immigrant, killed two CIA employees and shot three others outside the building near the main entrance.
An intense overseas manhunt led to his capture four years later. He was convicted of the killings and was executed by lethal injection in 2002.