According to the report, a suspicious backpack had been left near the gas storage of one of the city's hotels. A bomb squad has arrived on the scene.
The police have received four warnings about possible bomb threats in the last few days.
The most serious case occurred on December 24, when explosives were found near a truck in the vicinity of Brasilia International Airport. The suspect in the case has been detained.
Lula won the Brazilian presidential election in the runoff on October 30, defeating former Brazilian President Jair Bolsonaro by a close margin. Lula will be sworn in as the country's president on January 1.