The 32-year-old remained in his cockpit for some moments before informing his team that he was not injured in the high-speed smash though his car had sustained significant damage.
Talking of last night's hold-up in a post on Twitter the champion claimed similar criminal incidents happened in the sport every year and called on F1 to do more about it.
He wrote: "Some of my team were held up at gun point last night leaving the circuit here in Brazil. Guns shots fired, gun held at ones head.
"This is so upsetting to hear. Please say a prayer for my guys who are here as professionals today even if shaken.
"This happens every single year here. F1 and the teams need to do more. There is no excuse!"
Matteo Bonciani, the FIA's communication's director, was in the governing body's car at the time of the attack.
He told Brazil's Folha de Sao Paulo newspaper: 'Three men hit the car windows with their wepaons.
"But the driver was spectacular and reacted with professionalism and cold blood. Luckily nothing happened to us.
"I've been coming here since 2002 with Ferrari and I always knew about these things. But it's the first time it has happened to me."
Sao Paulo's Military Police said today that they had so far not received any report of the incident.
According to Mercedes' director of communication, the ambush happened at when a vehicle forced its van to stop as it left the Interlagos circuit.
Most of the staff in the van, who were then held up by the gang, were mechanics, he said.
He said: "A vehicle managed to make us stop. Some men accosted them and stole their belongings.
"I can only say that they were items which were very valuable for the team. The important thing is that nothing worst happened and everyone is well."
He added that the team preferred not to make a formal report of the incident to police.
BBC F1 journalist Andrew Benson also tweeted: "Some Mercedes personnel were robbed at gun point leaving the track last night. No-one harmed. Close escapes for FIA and Williams people, too."
Hold-ups are a known risk for teams in Sao Paulo and around the Interlagos circuit, with drivers travelling to and from their hotels with police escorts and in cars with bulletproof protection.
Britain's Jenson Button was the victim of an attempted robbery in 2010, the year after he won the title with Brawn GP, but the police driver smashed his way through traffic to escape when the gunmen were seen approaching.
Mechanics and other staff travel to and from the track by minibus and are advised against wearing branded team clothing away from the circuit.
There was a similar incident involving Mercedes personnel last year when a member of the team was robbed at gunpoint by two men ahead of the Mexican Grand Prix.
The incident took place as they were travelling in a chauffeur-driven car from Mexico City Airport to the team hotel in the city.
Watches and wallets were taken after the gunmen targeted the car while stationary in traffic.
The mother-in-law of former F1 supremo Bernie Ecclestone was kidnapped in Brazil last year.
Aparecida Schunck, then 67, the mother of Mr Ecclestone's wife Fabiana Flosi, was abducted from her Sao Paulo home on July 22.
A ransom of £28million was demanded but none was paid and she was later released unharmed.
