The police on Tuesday said two of its officers were shot by suspected members of the Shiite Islamic Movement of Nigeria (IMN).
Witnesses had also said at least two of the police officers guarding the assembly complex were shot.
The Shiites demand the release of their leader, Ibrahim El-Zakzaky, who has been detained by the government since December 2015.
Over 340 Shiites were killed by the army in December 2015 after the army accused the Islamic sect of blocking a road.
On Tuesday, Anjuguri Manzah, the Abuja police spokesperson, said 40 Shiite protesters were arrested.
“The FCT Police Command has foiled a violent move by members of the El-Zakzakky Islamic Movement of Nigeria (IMN) to forcefully invade the National Assembly on Tuesday, 10th July 2019,” the spokesperson said.