The unidentified officer assigned to a motorcade detail was speaking with colleagues on Wednesday about potential threats against the Obamas and allegedly made a comment about shooting Mrs Obama, The Washington Post reported, citing police sources.
The comment was apparently overheard by another officer, who told a superior. Metropolitan police notified the Secret Service, which oversees security for the president and his family.
Without confirming details, police said in a statement that the department had received "an allegation that inappropriate comments were made."
It was unclear if the remark constituted an actual threat against the first family.
NBC's Washington affiliate quoted Police Chief Cathy Lanier as saying there was conflicting information about what actually was said and that the department's internal affairs unit was investigating.
A Secret Service spokesman said the agency was aware of the incident and was taking "appropriate follow-up steps." The agency would not provide more details.
The White House had no immediate comment.
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