It was not immediately known if there were further injuries.
Alain Merisier. who works at the cafeteria in the Parliament building, told CBC News that said he saw a man in a car at the Centre Block with a long gun.
Witnesses said they then heard shots fired, and there was an unconfirmed report of a person injured outside the Library of Parliament.
Police confirmed the shooting at the War Memorial, and sealed off the area while the injured soldier was given emergency medical aid. He was later put into an ambulance.
Scott Walsh, who was working on Parliament Hill, said he saw a man running with double-barrelled shotgun, wearing a scarf and blue jeans.
Walsh said the man hopped over the wall or fence that surrounds Parliament Hill?, with his gun forcing someone out of their car. He then drove to the front doors of Parliament and fired at least two shot, Walsh said.
Police said the man was not yet in custody.
The National War Memorial stands in Confederation Square in the heart of downtown Ottawa. The Parliament buildings and the Gatineau Hills are in the background.
More to come