The incident took place during the rally outside the White House in which about 1,000 people participated, MSNBC news said, quoting Secret Service.
"The White House is currently locked down because of smoking objects found near the north portico, according to an agent at the scene," Politico reported. Witnesses said streets around the area were cordoned off.
President Barack Obama and his wife Michelle were not in the White House compound at the time of the incident. Obama had taken Michelle to a restaurant for a dinner on the occasion of her 48th birthday.
The First Couple have since returned to the White House without any difficulty. The journalists who were travelling with the President on return were prevented from leaving the grounds.
US Secret Service was investigating the object that was thrown over the fence. After holding in the briefing room for 45 minutes, a White House official escorted the press corps out of the White House grounds through the Executive building and out to an exit on 17th Street.
No arrest have been made so far and the US Secret Service was investigating the incident.