The incident happened at 2:20 p.m. along the 400 block of Virginia Avenue on the corner of Stephens Street, right around the time students get out of school.
Officers said the shots were fired from an unknown vehicle. They discovered one round, which is about five shots, located at the scene.
Police said this is currently an active investigation, but stress they believe there's no immediate danger in that area.
No injuries were reported in this incident.
Anyone with information is asked to call Martinsburg City Police at (304)-264-2100.
Copyright 2016 Nexstar Broadcasting, Inc. All rights reserved. This material may not be published, broadcast, rewritten, or redistributed.