Interfax says armed men started simultaneous attacks against several buildings, including the regional Interior Ministry headquarters and the Federal Security Service (FSB) headquarters.
ITAR-TASS reported that children were being evacuated from a school near the police headquarters.
The reports had no details about the numbers of attackers.
Some news agencies, including AP and RIA-Novosti, quoted unidentified Interior Ministry officials as saying that three militants were killed. A policeman was reportedly wounded.
Kabardino-Balkaria, along with other southern Russian regions, has seen a rise in violence targeting police and security forces, some of it linked to the conflict in Chechnya.