A Reuters TV cameraman said he saw police with sniffer dogs checking the building.
More than 10,000 people have been evacuated from public spaces across Moscow after authorities received several bomb threats.
Three shopping malls in Moscow were also cleared after there were calls reporting about bombs, said Russian news agency Tass.
"It seems like telephone terrorism and nothing else, but all the calls should be checked up", he said.
He added: "The only goal is to set off destructive processes; to sow panic. Police dogs will be used to track down the bombs", the official said.Police said that most calls had come almost simultaneously and were still coming in."It seems like telephone terrorism and nothing else, but all the calls should be checked up", TASS quoted an official saying.
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"Twenty sites are now being evacuated, and more than 10,000 people have been escorted out, though the specific number is still being confirmed", an emergency services source told news agency Tass. According to the threats, the bombs were placed in major airports, schools and government buildings across Moscow and other Russian cities.
The Mediazona news outlet reported later in the day that Moscow saw evacuations at three train stations, three shopping malls and a university.
Kremlin spokesman Dmitry Peskov on Wednesday said the country's intelligence services were investigating the threats.
Russian Federation has been hit by militant attacks, including a bombing on the St Petersburg metro in April in which 16 people died.