Police have been trying to locate 21-year-old Oscar Ortega Hernandez, a mentally ill man from Idaho who authorities say is connected to the incident, which apparently took place on Friday.
Agents began investigating after gunshots were heard on Friday night, but NBC Washington reports that agents didn't discover the bullets until Tuesday morning.
One bullet hit an exterior window of the White House but was stopped by the bulletproof glass behind the historic glass. An additional round was found on the exterior of the building, the Secret Service told the news channel. Authorities recovered an AK-47 rifle near the scene.
Strangely, the Secret Service says the agency isn't yet positive that the Friday incident is linked to the bullets found on the grounds of the White House.