Pandemonium broke out while the superstar pop singer was giving an interview for US television on the beach in Fort Lauderdale, Florida.
After hearing bursts of gunfire, J-Lo ducked for cover and her bodyguards interrupted the interview and whisked her to a car.
The bullets had been sprayed 400 yards away in a car park on Sunday night.
A television presenter immediately posted news of the drama on Twitter.
Rob Marciano of Entertainment Tonight wrote: “Breaking: Gunshots fired on Fort Lauderdale Beach during my J-Lo interview. No kidding. Security scrambled her away. Can hear & see ambulances converging 400 yards down the street.”
J-Lo’s spokesman later said she was “fine” and had never been in any danger.
An hour later he posted: “Police confirming: ‘Shots fired. No one hit.’ Whew.”
Several beachgoers were taken into custody but none was reported to have been the culprit. Police said the people involved in the shooting were not found. No injuries were reported.
J-Lo’s spokesman later said she was “fine” and had never been in any danger.
Wearing stunning swimwear the curvy singer, 43, had been filming the video for her new single Live It Up, with rapper Pitbull.
There was no sign of her five-year-old twins Max and Emme but boyfriend Casper Smart, 26, was on set.