The accidental shooting took place at the Mile High Spirits bar and live music venue.
Denver police will continue investigating the incident, and the district attorney's office will determine whether charges will be filed against the agent.
FBI Denver spokeswoman Amy Sanders said the incident is a personnel matter for the FBI and the police will lead the investigation.
The incident occurred at Mile High Spirits, a bar, distillery and live music venue near Coors Field.
It's unclear whether the off-duty agent had been drinking at the time.