Alabama lawmaker Mo Brooks told CNN House of Representatives Majority Whip Steve Scalise and aides were shot.
Police tweeted they were "investigating multiple shooting 400 block E Monroe St. Suspect believed in custody".
The lawmakers were practising for the annual congressional ballgame between Democrats and Republicans, which was scheduled to be played on Thursday at Nationals Park, home of Major League Baseball franchise the Washington Nationals.
An apparent eyewitness on Twitter, @ben_childers, said Wednesday morning's gunfire rang out at the YMCA baseball fields, by the Eugene Simpson Stadium Park.
Local media report there is a major police presence after the attack.
Alexandria police tweeted: "Suspect is in custody and not a threat."
Senator Mike Lee, a Utah Republican, texted Fox News to say that Mr Scalise had been shot in the hip and would survive.
He said someone had used a belt as a tourniquet on him.
President Donald Trump said in a statement: "We are deeply saddened by this tragedy."
White House press secretary Sean Spicer tweeted that the president was being updated on the attack.
Representative Mo Brooks, an Alabama Republican, told CNN he was on third base during the baseball game when he saw Mr Scalise, who was on second base, shot.
He said everyone on the field scattered as 50 to 100 shots were fired.
Mr Brooks said a gunfight ensued between the shooter and the congressmen's police security detail.
CNN reports that two police officers were also shot.
Mr Brooks said the shooter was armed with a rifle and was "blasting away" from behind the dugout, using it for protection.
The congressman, who said he took refuge behind a batting cage, described the attacker as a middle-aged white male "a little on the chubby side".
Mr Brooks said Senator Rand Paul, of Kentucky, and congressmen Chuck Fleischmann, of Tennessee, Ron DeSantis, of Florida, and Jeff Duncan, of South Carolina, were among 15-25 lawmakers at the game.
Mr Brooks told CNN that Ohio congressman Brad Wenstrup, who is a medical doctor, provided medical care at the scene.
Asked by a CNN host if the attack was deliberate, Mr Brooks replied: "Well, it sure as heck wasn't an accident!"
He added: "People know this is Republican baseball team practising. You can recognise it, you can see our security detail.
"It's pretty well known in the neighbourhood. So it's not a secret that we're practising over here.
"He was going after elected officials, congressmen."
Mr Brooks continued: "The only weapon I had was a baseball bat and that's not the kind of fight you want to engage in."
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