Mass-selling daily Bild said the shooting took place in front of a synagogue, and that a hand grenade was also thrown into a Jewish cemetery. An eyewitness told n-tv television that a perpetrator had also fired shots into a kebab shop in Halle.
The violence occurred on Yom Kippur, the holiest day of the year in Judaism when Jews fast for more than 24 hours, seeking atonement.
Gunshots were also heard in Landsberg, a Halle suburb, Focus Online reported.
National rail operator Deutsche Bahn said the main train station in Halle had been closed.
Initial police statements did not confirm the media reports associating the gunfire and grenade attack with Jewish targets.
Despite comprehensive de-Nazification in the post-war era, fears of resurgent anti-Semitic hatred have never completely gone away, whether from far-right neo-Nazis or more recently from Muslim immigrants.
Occasional past attacks have ranged from the scrawling of Nazi swastikas on gravestones to firebombings at synagogues and even several murders. In recent years, cases of assault or verbal abuse, in some cases directed against people wearing traditional Jewish skullcaps, have raised an outcry.