The Press Association reports the incident took place at offices used by Labour leader Ed Miliband, though not his personal office.
According to the news agency, a staff member had found a door forced open, but it was unclear if anything was stolen.
The Metropolitan Police said officers were called just before 7 p.m. (3 p.m. EDT) Friday to respond to reports of "alleged forced entry to an office in the Palace of Westminster."
Labour, Britain's main opposition party, said it could not comment on a police investigation.
The alleged break-in took place in the Norman Shaw Buildings, just east of the famous neo-Gothic main Parliament building in central London.
