Greenpeace said scaling the 1,016-foot tall building was a protest against Shell's drilling operations in the Arctic, the BBC reported.
The protesters, all women, accessed the building in the pre-dawn hours by climbing onto the roof of the nearby London Bridge Station, police said. The women were using ropes to climb the ladder-like edge of the building, considered the tallest in western Europe.
They want to hang a huge art installation from the top of the building, located in the middle of Shell's three headquarters, a Greenpeace spokesman said.
A building spokesman said a platform that allows a view of London from 800 feet up had been closed to visitors. Restaurants and offices in the building remain open.
In a statement, Shell said it recognized "the right of individuals to express their point of view, we only ask that they do so with their safety and the safety of others, including Shell personnel and customers in mind."
The company said it had been drilling in the Arctic since the early 20th century, "giving us the technical experience and know-how to explore for and produce oil and gas responsibly."
The U.S. Department of the Interior ordered a review in January of Shell's 2012 drilling program in the Beaufort and Chukchi seas, focusing on problems with the company's Arctic Challenger spill containment vessel and drill ships Noble Discovery and Kulluk. Shell equipment issues last year and the New Year's Eve grounding of Kulluk off Alaska raised concerns about the safety of arctic exploration.