One suspect is dead and law enforcement officials believe two others are still at large, the spokeswoman said.
Casey Rayborn Hicks, a spokeswoman for the East Baton Rouge Sheriff's Office, said in a statement that the public should call 911 immediately if they see anything suspicious.
The shooting which happened just before 9 AM (local time), less than 1 mile from police headquarters comes amid spiralling tensions across the city and the country between the black community and police.
Baton Rouge Police Sgt. Don Coppola told The Associated Press earlier that the officers were rushed to a local hospital. Coppola said authorities are asking people to stay away from the area.
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Multiple police units were stationed at Our Lady of the Lake Regional Medical Center, where stricken officers were believed to be undergoing treatment at a trauma center. A police officer with a long gun was blocking the parking lot at the emergency room.
Officers and deputies from the Baton Rouge Police Department and East Baton Rouge Sheriff's Office were involved, according to Hicks.
Police-community relations in Baton Rouge have been especially tense since the killing of 37-year-old Alton Sterling, a black man killed by white officers earlier this month after a scuffle at a convenience store.
The killing was captured on cellphone video and circulated widely on the internet.
Over the weekend, thousands of people took to the streets in Baton Rouge to condemn Sterling's death, including hundreds of demonstrators who congregated outside the police station. Authorities arrested about 200 people over the three-day weekend.