The woman that threatened to blow up the LCL bank surrendered to the police at 13.45 local time (12.45 GMT), Midi Libre newspaper reported.
According to reports, security forces have been summoned to the scene of the incident in the commune of Ales, the Gard prefecture.
'A significant security perimeter had been set by 10.00 local time (9.00 GMT), bank employees were evacuated, psychologists are engaged in working with them', the newspaper said.
Employees from other surrounding institutions have been also evacuated.
Information about whether the woman really has explosives with her and what motivated her to do this has not been reported so far.
Videos of the incident have appeared on social media.
'RAID on-site at Alès. A woman locked in a bank threatens to blow everything up. Personnel evacuated', a tweet by France Bleu Gard Lozère says.
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Several similar incidents have taken place in France this month when a woman in the northern French city of Dunkirk was detained after threatening to set off a bomb at a hospital and four individuals were indicted in east-central city of Saint-Etienne on suspicion of plotting a terror attack during the November 17 protests.