A video broadcast by a German television station appeared to show a man in a helmet and an olive-coloured top firing shots in Halle.
It wasn't clear what he was shooting at.
"Our forces have detained one person", the Halle police wrote in a tweet.
Two people were killed following an attack outside a synagogue in Germany's Halle.
A tweet from police advised local people to remain vigilant.
Police confirmed there has been one arrest following the shooting.
DW News reported that several shots were fired by the attackers who fled from the scene of incident in a vehicle.
After the attack in Paulus, police then warned residents of Landsberg, north-east of the city, to stay alert.
The Halle regional broadcaster said that after the gunman fled there was another shooting nearby. It did not give any details of the person arrested and said police were in the process of stabilising the situation. They didn't give a number. Yom Kippur, also known as the Day of Atonement, is a period of time for people to ask for forgiveness for their sins and transgressions.
The Bild and Mitteldeutsche Zeitung newspapers reported the shooting took place near a synagogue.