Police are hunting two other terrorists who have entered the compound of Indonesia's national police headquarters on Wednesday afternoon, local media TVone reported.
The two militants entered the compound along with a woman who has been shot dead by police.
A television footage showed the body of the woman after being shot dead by the police outside the buildings. The woman carried a pistol and pointed the gun to the policemen.
The exchange of fire at the police headquarters in Jakarta comes days after two suicide bombers attacked a cathedral in the city of Makssar on Sulawesi island, injuring some 20 people.