They said they had received an anonymous threat, two days after the killing of five police officers.
A nearby parking lot was searched for a "suspicious person" but no-one was found. SWAT officers were earlier deployed at the main building.
On Thursday, five white police officers were shot dead by a black man, Micah Johnson, during a protest rally.
The march was against the killing of black men by police. Two deaths this week have led to nationwide protests.
Dallas police said its officers - using dogs - searched the parking lot but the hunt turned up nothing.
In a statement earlier on Saturday, the police said: "The Dallas Police Department received an anonymous threat against law enforcement across the city and has taken precautionary measures to heighten security."