The attack forced the evacuation of parliamentary staff, but no injuries were reported.
No one was arrested.
The opposition confirmed that it used tear gas today at Kadri Veseli's offices before the start of the session.
The opposition had demanded that the session not be held unless the government backtracked from deals with Serbia to give more powers to Serb-dominated areas in Kosovo, and with Montenegro on border demarcation.
"The opposition had no other way out than using unusual tools to stop this session," said a statement of the Alliance for Kosovo's Future party, part of the opposition group.
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Despite tight police checks of everyone entering the building, including diplomats, opposition members have managed to get in carrying tear gas canisters.
In last month's parliamentary sessions, opposition members set off tear gas in the chamber and threw eggs at the prime minister, who says the opposition is trying to come to power through non-democratic means.
Earlier this week President Atifete Jahjaga failed to convince the political parties to negotiate to resolve the crisis.
Kosovo unilaterally declared independence in 2008, a move not recognized by Serbia.