The Rainbow Bridge, located near Niagara Falls between the United States and Canada, was closed after a vehicle blast on Wednesday.
Two people in the vehicle are dead and one Border Patrol official has been injured, Fox News said.
The cause of the incident was not immediately clear but New York Gov. Kathy Hochul said state police and the FBI Joint Terrorism Task Force were monitoring all points of entry into the state.
"I am traveling to Buffalo to meet with law enforcement and emergency responders and will update New Yorkers when more information becomes available," she posted on social media.
The FBI Buffalo field office said in a statement it was "investigating a vehicle explosion" at the bridge and added that the situation was "very fluid, that's all we can say at this time."
Ron Rienas, of the Buffalo and Fort Erie Public Bridge Authority, told ABC News all four bridges connecting the two countries over the Niagara River have been closed.
Pictures posted to social media, which Agence France-Presse (AFP) has not verified, purported to show thick plumes of black smoke rising from a large conflagration at the crossing.
