A military bullet has been shot into the media tent at the Rio 2016 equestrian venue in Deodoro, reportedly coming within two metres of an official from the New Zealand team.
The bullet, identified as a 5.56 milimetre assault rifle round, pierced the plastic roof of the tent before landing close to the area set up to hold athlete press conferences.
According to TVNZ, it narrowly missed New Zealand press attache Diana Dobson, who was left "visibly shaken".
It appears the bullet was not shot intentionally at the tent, with it more likely it was fired from a distance.
A military centre lies next door to the Rio Equestrian Centre.
An investigation is already underway to get to the bottom of the incident.
This comes as security issues continue to overshadow the opening day of the Games.
A controlled explosion has also been carried out midway through the cycling road race after a "suspicious package" was found close to the finish line.
A loud bang was heard during television coverage.
"The security services found a suspicious package close to the cycle road race finish line in Copacabana and as a precaution decided to perform a controlled explosion," said a Rio 2016 spokesperson.
"There is no impact to the race, which is ongoing."
A man was also shot dead while riding a motorbike close to the Maracana Stadium in the immediate aftermath of the Opening Ceremony here last night.