The Los Angeles County Sheriff's Department received the call Friday by a person who did not identify himself or herself, asking for a welfare check on the family, the Los Angeles Times reported.
Police said the family was not at the Malibu address police were given, but were at another home and safe.
Sources told TMZ the caller told police he or she was hiding in a closet at the home and there had been a shooting there.
Los Angeles County Sheriff's Department spokesman Steve Whitmore said police do not believe the call was a case of swatting, a trend in which prank callers claim violence is happening at a celebrity's home.
"A phone call came in. We are not prepared to say this is a swatting incident, not at all," he said. "It was a crank call that described something was occurring at the Kardashian residence in Malibu."