Police in Florida are conducting an "open and active criminal investigation" at President Donald Trump's private club Mar-a-Lago following an incident Monday night, according to a report from the Miami Herald.

A Palm Beach Police Department spokesperson declined to give details of the incident to the Herald. But the department said the Secret Service is leading the investigation and there have been no arrests, according to the report.

The Secret Service "does not confirm or comment on the absence or existence of our criminal investigations," a spokesperson said in an email to CNBC. Receptionists at Mar-a-Lago told CNBC that the resort does not speak to media and gave a phone number for the Trump Organization, which did not answer several calls.

A Police Department incident report said officers received a call at around 7 p.m. Monday night to respond to the incident, the Herald said.

The Secret Service has reportedly heightened security at the president's Florida resort following tensions between the United States and Iran due to an airstrike that killed Iran's top commander, Gen. Qasem Soleimani, in Baghdad. Trump authorized the killing while staying at Mar-a-Lago.

Soleimani led the elite Quds Force of Iran's Revolutionary Guard, and has been blamed for the deaths of many Americans across the Middle East. The killing has been met with criticism from members of Congress and 2020 Democratic candidates for president, who contend that the move could trigger a major conflict between Iran and the United State. Iran has vowed "harsh revenge" over the killing.

Various media reports cited Trump-owned properties as possible targets for retaliation by Iran.

Hesameddin Ashena, advisor to Iranian President Hassan Rouhani, tweeted on Sunday a link to a YouTube video featuring several Trump-owned properties, along with a link to a Forbes list with similar information.

Tweet with YouTube video

The two links were accompanied by a quote from former Iranian Supreme Leader Ayatollah Ruhollah Khomeini. "I tell the whole world that if the world wants to stand up to our religion, we will stand up against their whole world," the quote read.

The Secret Service did not confirm whether there are heightened security measures at the resort. But in a statement to CNBC, a spokesperson said, "The U.S. Secret Service continuously assesses the threat environment surrounding all protectees and will adjust postures as necessary as part of the robust execution of our zero-fail mission."

There have been multiple breaches at Mar-a-Lago since Trump took office.

In November, a Shanghai businesswoman was sentenced to eight months in jail after being convicted of trespassing at Mar-a-Lago. She was found carrying four mobile phones, a laptop computer, an external hard drive, and a thumb drive that "contained malicious software," a criminal complaint against her said.

Florida federal Judge Roy Altman also ordered the woman, Yujing Zhang, to be deported after her jail sentence is complete. Zhang had made it past at least five Secret Service agents and into the main reception area of Mar-a-Lago before she was intercepted by officers, according to the complaint.

A second Chinese woman was arrested in December for allegedly trespassing at Mar-a-Lago and refusing to leave, Palm Beach Police said.

— CNBC's Kevin Breuninger contributed to this report.