Police responded to what they described as "a potential firearms incident" on Wednesday night.
Officers were called to a property on Vine Road in Coxford just after 9pm.
They found minor damage had been caused to a front door but nobody was hurt.
Police believe this incident is an isolated one, with no wider threat to the community.
An investigation is underway.
Officers and crime scene investigators returned to the scene on Thursday morning.
A police spokesperson is asking anyone with information to come forward.
They said: "If you have any information regarding the incident, please contact 101 and quote incident number 44230457555."
The incident comes less than three weeks since shots were fired outside Oasis Academy Sholing.
Two people have seen been arrested in connection with the shooting.
A 26-year-old Southampton man and a 24-year-old Hedge End woman were both detained on suspicion of possessing a firearm without a certificate and assisting an offender.
The man has now been bailed until February 3 and the woman released under investigation.
Police have also seized a car as part of the investigation.
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