Several police vehicles were seen outside the store, located at Highway K and Mexico Road, just south of Interstate 70.
City police and SWAT members responded and took one person into custody. Officers could be observed taking pictures of a blue SUV in the parking lot. Customers told a Fox 2 news crew at the scene they noticed police confronting an individual near the vehicle.
The lockdown was lifted around 9:20 p.m. and customers inside the store were allowed to leave the building.
According to O'Fallon police, the department received word from Warrenton authorities about an individual making threats against a family member. O'Fallon police were asked to be on the lookout for this person's vehicle and told he might be at a Walmart.
Police located the vehicle in the Walmart parking lot around 8 p.m. The parking lot was cordoned off as additional police arrived on scene. The person in the vehicle was apprehended about 20 minutes later in a different part of the parking lot. Police said they located a firearm inside the vehicle.
Fox 2 News will have more information on this story as it becomes available.