Mr Thaci was not at home at the time of the incident
Security guards at the home of Kosovo's Prime Minister Hashim Thaci have exchanged fire with at least one intruder, police in Pristina say.
Police said one person was seen trying to enter the house and shooting broke out when the intruder was challenged.
Mr Thaci was not at home at the time, but his wife and son were present but unhurt, police said.
The deputy prime minister condemned the incident as an "attack against the rule of law in Kosovo".
The attackers escaped but at least one was believed to have been injured as traces of blood were found, police said.
Mr Thaci's deputy, Hajredin Kuci, said: "The fact that someone has tried to hurt the prime minister and his family for whatever reason is not only criminal, it goes beyond any political hatred or impatience."
Kosovo's ethnic Albanian majority declared independence from Serbia in February, but Belgrade, backed by Moscow, has vehemently opposed the move.
Relations between ethnic Albanian parties in Kosovo have also been plagued by tensions and rivalry.