FBI Director Kash Patel posted a photo on X of what he said were the suspect's unspent shell casings that showed one with the words "ANTI-ICE" written along the side.
"While the investigation is ongoing, an initial review of the evidence shows an ideological motive behind this attack," Patel wrote.
At a news briefing in Dallas, officials disclosed the existence of the shell casings but emphasised that the investigation was still in its early stages.
Authorities were treating the attack as an "act of targeted violence," Joseph Rothrock, special agent-in-charge of the FBI's Dallas field office, told reporters.
Officials did not offer any details about the suspect's identity.
The shooter opened fire on the office from an adjacent building about 6.40am, police said.
Two people were transported to a hospital with gunshot wounds while a third person died at the scene.
Law enforcement officers were not injured in the shooting, officials said.
The attack took place at an ICE field office, not a detention facility, where ICE officers conduct short-term processing of recently-arrested detainees.
The Department of Homeland Security said two detainees were killed and one other was in critical condition after the shooting.
"It looked like it might have been a sniper or some sort of a long-form shot," Tricia McLaughlin, a spokeswoman for the Department of Homeland Security, told Fox News earlier on Wednesday.
The incident comes two weeks after the shooting death of conservative activist Charlie Kirk by a sniper during an event in Orem, Utah, which fuelled fears of a new wave of political violence in the United States.
The aggressive use of ICE agents by US President Donald Trump's administration as part of its crackdown on undocumented immigrants has sparked outcries from Democrats and progressive activists.
Wednesday's attack was the third shooting this year in Texas at a Department of Homeland Security facility.
A police officer was shot in a July incident at an ICE detention centre in Prairieland and a 27-year-old Michigan man was shot dead by agents after opening fire on a US Border Patrol station in McAllen in July.