The Metropolitan Police Department, who are leading the investigation into the shooting with the support of the Secret Service, identified the shooter on Sunday as Cameron Ross Burgess, 26, of Maylene, Alabama.
No other injuries reported.
President Donald Trump was in Florida at the time and was briefed on the incident, a White House spokesman said.
Traffic was brought to a standstill and journalists sheltered in the briefing room during the incident.
Reporters inside the White House tweeted that they had been told to take shelter.
The Secret Service says a man shot himself to death as he stood near the fence along the north side of the White House.
There has been a number of security incidents at the White House in recent years.
This followed reports of a man shooting himself on the North Lawn on Saturday.
Burgess' name was initially withheld pending notification of next of kin, law enforcement officials said.
And Burgess did not appear to be directing his gunfire at the White House.
None of the shots were aimed at the White House and no one else was injured, according to Capitol Police.
"White House now locked down", NBC News photographer Paul Rigney tweeted.
The victim suffered a single gunshot wound, and Secret Service personnel did not fire any shots, Secret Service spokeswoman Cathy Milhoan said. "We refer all questions to the secret service".