US President Donald Trump has said he wasn't “worried” after a gunman tried to storm the hall as he was being evacuated from the White House Correspondents' Association dinner, the BBC reports.

"I wasn't worried. I understand life. We live in a crazy world," Trump said the day after the shooting at a Washington hotel.

The FBI's Criminal Investigative Division and its Joint Terrorism Task Forces are investigating the incident.

Acting US Attorney General Todd Blanche said that based on initial information, the suspect's target was likely senior White House officials attending the aforesaid event. He added that the shooting suspect’s motive was still being determined.