A junta spokesman said guardsmen loyal to ousted President Amadou Toumani Toure were trying to reverse the coup.
The junta later said the situation was back under control, amid reports that several people died in the gunfight.
While the junta has handed power to an interim government, it is still thought to wield considerable influence.
Message on TV
The gunfire followed an attempt by junta loyalists to arrest the former head of the presidential guard, journalist Martin Vogl in Bamako told the BBC.
He said clashes continued around the state broadcasting building and several other locations in the capital late into the night.
One eyewitness told the Reuters news agency that the streets were deserted. Electricity has been cut in several part of the city.
Members of the “Red Berets” presidential guards unit reportedly entered the broadcaster’s building, which has been controlled by pro-junta forces since the coup.
“These are elements of the presidential guard from the old regime and they’re trying to turn things around,” junta spokesman Bacary Mariko told the Reuters news agency.
He later said the airport in Bamako had come under attack from anti-coup forces, and that he was expecting an attack on a pro-coup base in Kati, north of Bamako, according to the Associated Press news agency.
But several hours later the junta aired a message on Mali’s TV, saying the airport, the state broadcasting building and the Kati base was under its control.
The 22 March coup, which ousted President Toure, was led by soldiers who accused Mr Toure of failing to combat an insurgency in the north.
Last week the leader of the coup, Cpt Amadou Sanago, rejected the decision of West African regional bloc Ecowas to send troops to the West African country.