Turkish daily newspaper Hurriyet reported an unidentified man doused himself with a flammable liquid and set himself on fire in front of the building housing the offices of Prime Minister Recep Tayyip Erdogan.
"Prime ministry bodyguards and police rushed to the man's aid and the man was later sent to a nearby hospital for treatment," the report read. "It has not been revealed why the man lit himself on fire."
On Monday, security teams arrested a man identified as Nuri Baskapan after he fired three blank rounds from inside the prime minister's building. Hurriyet reported Baskapan was frustrated with low employment prospects in the country.
More than 3,000 police were sent to Ankara in late October during protests coinciding with Republic Day, a commemoration of the founding of the Turkish republic in 1923.
Some groups, authorities in Ankara said, "may seek to incite anarchy in the country."
Hurriyet reports 43 protesters and nine police officers were injured in Republic Day clashes. An investigation is under way to determine if demonstrators committed crimes during the late October melee.