The FBI is working closely with state authorities and will pursue federal charges if necessary, said Joel Siscovic, the bureau's spokesman in Memphis.
The federal building in Memphis houses the federal court and offices for the Department of Justice, U.S. Army Corps of Engineers, and U.S. Rep. Steve Cohen. It was cleared around 9 a.m. for a couple of hours while authorities checked it.
Police temporarily blocked a trolley line that ran by the federal building in Memphis and brought in a dog to search the building before letting people return around 11 a.m.
According to Memphis police spokeswoman Karen Rudolph, a woman called police around 8:30 a.m. and said she had information that someone was going to blow up the county criminal justice center, the federal building and a main U.S. Post Office in the city.
All three locations were searched and nothing was found, she said.
AP reporters Hall and Randall Dickerson contributed to this story from Nashville.