"We've been asked to close our side of the bridge," Windsor police Staff Sgt. Jeff Verkoeyen told the Canadian Broadcasting Corp.
The threat was made shortly after 8 p.m., the news network said. A half-mile safety zone was set up on either end of the bridge.
Five days ago, the Detroit-Windsor Tunnel was closed for about 4 hours because of a bomb threat that turned out to be bogus.
U.S. Coast Guard Cmdr. Jeff Ogden said authorities couldn't speculate whether the bridge threat was related to the earlier one involving the tunnel.
"We'll do what we can to maintain maritime safety," Ogden said. "No matter how many times we have to do it, we'll maintain the safety of the public.
"No one should fear any danger. There is great international co-operation here."
Vehicles were being diverted from the bridge to the tunnel. The situation caused traffic to back up for miles, the CBC said.
The bridge bomb threat originated from the U.S. side of the border, the CBC said. The threat against the tunnel had come from a payphone in Windsor, police said.
The Ambassador Bridge is North America's busiest border crossing, the CBC noted.