Several gunmen forcibly entered the Burundi office of the United Nations high commissioner for human rights, an official said.
Robert Kotshani, the office's deputy chief, confirmed the incident in the capital, Bujumbura, early on Wednesday but gave no details.
Six gunmen "intimidated" the guards before entering the building, an office employee said.
No one was hurt, he added.
Burundian police said the incident had not been reported.
A UN commission of inquiry report released last week said crimes against humanity, including killings and sexual violence, are being committed in the East African nation.
It asked the International Criminal Court to open an investigation as soon as possible.
Alleged perpetrators include top officials in Burundi's National Intelligence Services and police force, military officials and members of the youth league of the ruling party, known as Imbonerakure, said the report, which was based on interviews with more than 500 witnesses.
Burundi has seen political violence since April 2015, when President Pierre Nkurunziza announced he would seek a disputed third term.
Mr Nkurunziza won re-election despite widespread protests, and the country has remained volatile.
"We were struck by the scale and the brutality of the violations.
"We also noted a lack of will on the part of the Burundian authorities to fight against impunity," said Fatsah Ouguergouz, president of the commission.
Burundi's government refused to cooperate with the commission and did not allow its members to enter the country.