National Police spokesman Donald Gonzalez says 29-year-old Luis Escobar overpowered a security guard and took his gun.
A firefighter told a local radio station late Monday that Escobar opened fire on three paramedics who tried to enter the building to talk to him.
Authorities said Escobar claims to have an explosive and is threatening to detonate it.
Police officer Miguel Tzoc said late Monday that Escobar was in a jealous rage over a girlfriend or former girlfriend who works in the office building. He said it is not clear if the woman is among hostages.