Shots were fired near the Girgenti Palace last night while Prime Minister and Mrs Lawrence Gonzi were inside, the Office of the Prime Minister said this morning.
It said in a statement that it is not known who fired the shots, at around 1.45 a.m.
Sources said that three shots were fired but a search carried out at night did not yield any results. The search continued this morning.
The Armed Forces of Malta keep guard at the Palace.
The police are investigating and an inquiry is being held.