The agents were responding to a situation involving a person barricaded inside a house and suffered non-life threatening injuries, local broadcaster KSDK said on its website.
The FBI did not immediately respond to requests for comment.
About 2,000 National Guard troops dispatched to the St Louis area helped police stave off a second night of rioting and arson after a grand jury declined to indict a white policeman in the fatal shooting of an unarmed black teenager, as sympathy protests spread to several US cities.
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