It was unclear whether Tuesday's incident was a misunderstanding or a hoax.
Dozens of police officers surrounded the office building in downtown Jefferson City, and police teams spent about 2½ hours checking each office.
Police Capt. Mike Smith says there were no arrests and no injuries. About 155 people were evacuated from the building.
Police say the events apparently began when a woman in the building told of hearing someone in an elevator mention a hostage situation. She told another woman, who then called an alarm company, which called police around 10 a.m.