The move was prompted by intelligence about threats made by a militia group, a statement said.
The force said it was “prepared for any potential threats towards members of Congress”.
The House of Representatives scrapped Thursday’s session after the threat was revealed.
However the Senate, which also convenes in the Capitol, plans to go ahead with a debate on President Joe Biden’s $1.9 trillion (£1.36 trillion) Covid-19 relief bill.
What did police say about the threat?
“Our Department is working with our local, state, and federal partners to stop any threats to the Capitol,” the US Capitol Police said in a statement. “We are taking the intelligence seriously.
The threat comes two months after a pro-Trump mob stormed the Capitol building in January while elected lawmakers were inside moving to certify Joe Biden’s election victory.
The riot saw five people including a police officer killed and shook the foundations of American democracy. The head of the Capitol police force later resigned.
The US Justice Department has charged more than 300 people with participation in the siege. Those arrested include members of the right-wing militia groups the Oath Keepers and the Three Percenters.
Democrats said the attack amounted to an insurrection and led an impeachment of Mr Trump for allegedly inciting the mob, making him the first president in US history to be impeached twice. Mr Trump was later acquitted by the Senate.
In late February Acting Capitol Police Chief Yogananda Pittman told Congress that the Trump supporters behind the January attack want to “blow up” the Capitol and kill lawmakers.
Leon Panetta, a former US Defence Secretary and CIA chief, told the BBC that police would take no chances following January’s attack.
“We have got to have constant intelligence on domestic terrorists, have to track their possible efforts to again repeat what happened on January sixth and I think that’s what you’re seeing now, is an abundance of caution to make sure that we are properly prepared to react, if in fact any group attempts any kind of armed attack again on the United States Capitol,” he said.
Why is Thursday significant?
Supporters of an extremist conspiracy theory known as QAnon falsely believe Thursday will mark Mr Trump’s return to the White House for a second term.
They have latched onto this date because before the 20th amendment of the US Constitution – adopted in 1933 – moved the swearing-in dates of the president and Congress to January, American leaders took office on 4 March.
QAnon is a wide-ranging and completely unfounded theory that says that President Trump is waging a secret war against elite Satan-worshipping paedophiles in government, business and the media.
Security services were aware of online QAnon discussions surrounding 4 March, but did not “have any indication of violence or a specific, credible plot at this time”, an FBI official had told The Washington Post last week.