Trump, first lady Melania Trump and other officials were rushed out of the White House Correspondents' Association dinner by secret service agents, after a man armed with a shotgun tried to breach security.
US media reports that the suspect, 31-year-old Cole Tomas Allen from California, told law enforcement he was targeting someone from the Trump administration.
It has not yet been confirmed whether he was targeting Trump himself.
One Secret Service agent was shot and hospitalised, but Trump said the officer was in "great shape", due to the protection of his bulletproof vest.
The incident is being treated by law enforcement as a "lone wolf" attack and the suspect is expected to be arraigned on several charges.
In a post on X, Luxon said he was glad Trump and "all other guests" at the dinner were not harmed, thanks to the quick work of the US secret service.
"Violence has no place in our democracies."
The Ministry of Foreign Affairs and Trade said it was not aware of any New Zealanders attending the dinner and its safe travel advice for the United States remained unchanged.
