The move was prompted by intelligence about threats made by a militia group, a statement said.
The force said it was “prepared for any potential threats towards members of Congress”.
The House of Representatives scrapped Thursday’s session after the threat was revealed.
However the Senate, which also convenes in the Capitol, plans to go ahead with a debate on President Joe Biden’s $1.9 trillion (£1.36 trillion) Covid-19 relief bill.
“Our Department is working with our local, state, and federal partners to stop any threats to the Capitol,” the US Capitol Police said in a statement. “We are taking the intelligence seriously.
“Due to the sensitive nature of this information, we cannot provide additional details at this time.”
The threat comes two months after a pro-Trump mob stormed the Capitol building in January while elected lawmakers were inside moving to certify Joe Biden’s election victory.
The riot saw five people including a police officer killed and shook the foundations of American democracy. The head of the Capitol police force later resigned.
The US Justice Department has charged more than 300 people with participation in the siege. Those arrested include members of the right-wing militia groups the Oath Keepers and the Three Percenters.
Democrats said the attack amounted to an insurrection and led an impeachment of Mr Trump for allegedly inciting the mob, making him the first president in US history to be impeached twice. Mr Trump was later acquitted by the Senate.
In late February Acting Capitol Police Chief Yogananda Pittman told Congress that the Trump supporters behind the January attack want to “blow up” the Capitol and kill lawmakers.
Leon Panetta, a former US Defence Secretary and CIA chief, told the BBC that police would take no chances following January’s attack.
“We have got to have constant intelligence on domestic terrorists, have to track their possible efforts to again repeat what happened on January sixth and I think that’s what you’re seeing now, is an abundance of caution to make sure that we are properly prepared to react, if in fact any group attempts any kind of armed attack again on the United States Capitol,” he said.