One suspect is dead and two others may still be at large.
Baton Rouge police have warned residents to stay away from the scene of the shooting, which was near police headquarters and Airline Highway.
It follows the recent killing of a black man by police in the city, which sparked protests.
That, and another police killing in Minnesota, triggered a revenge attack by a black army veteran who shot dead five officers in the city of Dallas.
Mobile phone footage from the scene in Baton Rouge showed police cars arriving at a road intersection. Several shots were then heard.
Police are reported to be using a robot to check for explosives at the scene.
The local sheriff’s department spokeswoman told WAFB TV the incident began shortly before 09:00 local time and was being treated as “an active situation”, with road closures in the area.
She said officers had responded to reports of shooting. A witness interviewed by the station said the shooting appeared to have broken out before law enforcement officers arrived at the scene.
Another witness said she saw a gunman wearing a black mask and military-style clothing.
The condition of one of the injured officers taken to hospital has been des cribed as critical.