It happened Thursday at the Soccer Association Field on Naamans Road.
Investigators say Concord High School players were practicing on the field when two vehicles pulled into the parking lot.
The players told police that a man got out of a silver car with a gun and ordered a man who was driving an SUV to get out of his vehicle.
Witnesses say the man with the gun told the other man he was an FBI agent.
Both vehicles ultimately left the parking lot.
No suspects have been identified as this investigation continues.