A spokesman said the agency is looking into "a security incident that took place at a protectee site."
"While the protectee was unharmed, we are taking this matter seriously and have opened a comprehensive mission assurance investigation to review all facets of what occurred," spokesman Anthony Guglielmi said in a statement.
"Any deviation from our protective protocols is unacceptable and if discovered, personnel will be held accountable. Modifications to the protective posture have also been made to ensure additional security layers are in place as we conduct this comprehensive review," he added.