The bullet smashed the exterior glass but was stopped from entering the interior by special anti-ballistic glass.
A second round of ammunition was found outside the White House.
Tests have determined that the shots were fired from a distance of 700-800 yards from the White House, Agence France Presse said.
The bullets are believed to be connected to shots fired Friday evening about half a mile from the White House, the Guardian reported, but the link has not been confirmed.
More from GlobalPost: Secret Service nabs White House intruder
Gunfire was reportedly exchanged between two vehicles on Washington’s Constitution Avenue shortly after 9pm. Police later found an AK-47 rifle in a nearby crashed and abandoned car.
Police continue to hunt for the man suspected of firing the shots, 21-year-old Oscar Ortega-Hernandez.
A warrant for his arrest was issued Friday night. Police have searched for him in the Occupy DC camp at McPherson Square and throughout the region but have not found him yet, said NBC Washington.
Ortega is said to have a history of drug abuse and assaults on law enforcement officers, and was stopped by police in Virginia Friday morning after behaving suspiciously. There was insufficient evidence to charge him, however, so he was released.
US park police spokesperson Sergeant David Schlosser said:
“The actions that Mr Ortega participated in on Friday evening – that being the discharge of a firearm near the White House – is an inherently dangerous activity, and because of that we do want to find Mr Ortega as quickly as possible. At this point, we’re not certain what his intentions were.”
President Barack Obama and his wife Michelle were not in the White House at the time of the shooting.