Four police officers have been injured in the ongoing standoff inside the facility in Colorado Springs, police spokeswoman Catherine Buckley said yesterday.
An unknown number of civilians have also been wounded, but there are no known fatalities so far, she said.
Buckley said that there appeared to be only "one active known shooter... But we always train for the possibility of additional people."
"The officers inside the building have encountered the individual and they're working on that at this time," she said, describing an "exchange of fire."
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News footage from the snowy scene showed a sheriff's department SWAT team with an armoured vehicle arriving at what an officer told AFP was an ongoing situation.
Buckley said the shooter is armed with some kind of "long weapon" with a shoulder stock such as a rifle and some witnesses reported hearing automatic fire.
Quan Hoang, the owner of a nearby nail salon, told CNN that when he heard the gunfire break out he feared a robbery was under way at a bank in the shopping area.
"And we see cops, SWAT, the bomb squad, a whole bunch of people just trying to take cover around the Planned Parenthood area," he said by telephone.
"An officer came back in and said, 'Is everyone safe?' We asked him questions and he said they've barricaded him inside the Planned Parenthood and he was shooting out from the windows."
A White House official said that President Barack Obama had been notified of the incident by his Homeland Security Advisor Lisa Monaco.
"A police operation is still under way," a police source said, adding that "multiple" people had been shot.
Vicki Cowart, president and CEO of Planned Parenthood Rocky Mountains, said that she was hoping for a peaceful resolution.