It said there were no reported injuries or fatalities, but that several members of the group, including three monks, were taken into custody.
The report follows a similar case in September 2006 when a group of international climbers witnessed a Buddhist nun being fatally shot from the same location. The incident was captured on video by a Romanian cameraman climber, leading to international condemnation.
Telephone calls to the police in the Tibet capital of Lhasa rang unanswered Wednesday.
A man who refused to provide his name at the Tibetan government's media office said: "I have no idea of this. It should not have happened in Tibet."
According to the Campaign for Tibet, the Tibetans were chased by an armed group telling them to stop. About seven police officials fired at them. Whether the shots came before or after the shouting at the Tibetans is unclear from the report.
About 2,000 Tibetans arrive in Nepal each year, according to the Office of the U.N. High Commissioner for Refugees. Many attempt to reach Dharamsala, India, the base of the Tibetan government in exile led by the Dalai Lama.
The Dalai Lama, Tibet's traditional leader, fled in 1959 amid an abortive uprising against Chinese forces, who had moved into the region after the Communist takeover of the country.