Law enforcement officials were still trying to determine the suspect's motive.
Authorities were investigating whether the individual has a history of mental illness.
Trump said he was escorted to the Oval Office by the agent. The White House was placed on lockdown.
A member of the U.S. Secret Service stand outside the James Brady Press Briefing Room at the White House. Photo / AP
Trump praised the work of Secret Service personnel for their work in keeping him safe.
Trump: 'Do I seem rattled?'
Reporters peppered Trump with questions when he returned to the briefing room.
Asked if he was taken to the bunker under the White House, Trump replied, "no, we were taken just out to the Oval Office".
President Donald Trump is asked to leave the James Brady Press Briefing Room by a member of the Secret Service during a news conference at the White House. Photo / AP
The President was also asked if he was rattled, he said, "I don't know, do I seem rattled?"
"I feel very safe with the Secret Service, they're fantastic people, they're the best of the best, they're highly trained," Trump told reporters.
"They just wanted me to step aside for a little while just to make sure that everything was clear outside."
WASHINGTON (AP) — Secret Service agent abruptly escorts Trump from White House briefing room.
The shooting happened near 17th St and Pennsylvania Ave just blocks from the White House, according to two sources with knowledge of the situation but who were not authorised to speak publicly about it.
Law enforcement officials were still trying to determine the suspect's motive.
Trump says he's 'very safe'
"Was the suspect armed?" one of the reporters asked on his return.
"From what I understand, the answer is yes," Trump replied. "That's what I understand. I don't know. You'll have to ask them."
Asked whether the suspect had said anything about him, Trump said he didn't know.
"It might not have had anything to do with me. It might have been something else," he said.
"But it was on the outside of the premises. The wall - as you know, the fencing, especially the new fencing that they put up, is very powerful. But it was on the outside of the White House.
"It's unfortunate that this is a world - but the world's always been a dangerous place. It's not something that's unique. The world has been - you look back over the centuries, the world has been a dangerous place.
"It will continue, I guess, for a period of time."
Trump stressed that he feels "very safe with the Secret Service".
