Officials said the checkpoints are manned by local law enforcement and Secret Service personnel.
Police fired at the vehicle, which then sped away. The SUV was located and the driver is in custody, according to ABC News.
No one was injured when police opened fire, police said during a press conference, Friday afternoon.
A second woman was in the SUV after a brief chase, but she is not in custody, police said during the press conference.
The president and first lady are not at their South Florida home, but they were supposed to travel there Friday afternoon, leaving the White House at 4 p.m. EST, CNN reported.
Officials do not believe Mar-a-Lago was the woman's intended destination, they said during the press conference.
The investigation continues into if the woman had a motive. More information will be released after search warrants are executed on both the SUV and a hotel where she had been staying.