Scotland Yard received reports shortly before 7pm on Friday of a forced entry to the premises in the Norman Shaw Buildings, which were the force’s own headquarters until 1967.
It is understood a member of the opposition leader’s staff found a door had been forced, but it is unclear whether anything was missing from the room.
The incident is not thought to involve the large office that is used by Miliband himself, who was not present at the time.
A Scotland Yard spokesman said: “Police were contacted at 6.55pm regarding an alleged forced entry to an office in the Palace of Westminster. Inquiries continue.”