The shots were heard from around 12:45 am (0045 GMT) in the heart of the city before ceasing about 40 minutes later.
"It's an unfortunate incident limited to the air base," a security source told AFP without giving further details, saying only that "the situation is under control".
Traffic that had been briefly interrupted by the shooting resumed tentatively, the AFP journalist noted.
The incident comes 10 months after a coup, the second in less than a year in the West African country plagued by jihadist violence.
It also comes less than a week after the military seized power in neighbouring Niger after overthrowing democratically elected President Mohamed Bazoum.
Captain Ibrahim Traore seized power in Burkina Faso in a September 30, 2022, coup that ousted Lieutenant-Colonel Paul-Henri Sandaogo Damiba, who in January that year had toppled the country's last elected president, Roch Marc Christian Kabore.
The motive for both coups was anger at failures to stem a jihadist insurgency that has claimed thousands of lives since spilling over from neighbouring Mali in 2015.
But each putsch has hit the country's ability to fight effectively against the jihadists, who are affiliated with Al-Qaeda and the Islamic State group.
Some 40 percent of Burkina Faso has since been seized since by jihadists.
More than 16,000 civilians, troops and police have died in the increased jihadist attacks, according to an NGO count, including more than 5,000 since the start of this year.
More than two million people have also been displaced within their country, making it one of the worst internal displacement crises in Africa.
- Junta solidarity -
With the latest July 26 putsch, landlocked Niger became the third Sahel country in less than three years to be shaken by a military coup, following Mali and Burkina Faso.
In all three, the coups have been fuelled by anger at the failure to quash long-running jihadist insurgencies.
Mali and Burkina forced France to withdraw its troops from their territory and have approached other partners, notably Russia, which is taking advantage of the French retreat and stirring up resentment among some of the population against the former regional colonial power.
In a joint statement on Monday, the governments of Burkina and Mali expressed their solidarity with the coup leaders in neighbouring Niger.
They warned that any military intervention in Niger to restore deposed President Mohamed Bazoum would be considered a "declaration of war against Burkina Faso and Mali".
The warning came a day after leaders of the West African bloc ECOWAS, supported by their Western partners, threatened to use "force" to reinstate the democratically elected Bazoum and slapped financial sanctions on the putschists.
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