No player was injured, reports news agency AP.
The club confirms in a statement that some cars were subjected to an attack on the way home from the Copa Libertadores match – South America's equivalent to the Champions League – against Central Cordoba in the Argentine city of Santiago del Estero.
Four bullets hit the car in which Flamengo's Argentine goalkeeper Agustin Rossi was traveling. Rossi is one of the team's top players and previously belonged to Boca Juniors in Buenos Aires.
Police forces in Rio de Janeiro were called in to search for the shooters.
Flamengo's players were taken to a police station for security reasons. It is unclear who was behind the attack and why it was carried out.
Flamengo is one of the favorites to win the Copa Libertadores but is only third in its group with five points. Liga de Quito and Central Cordoba both have eight.