Police said armed officers were called to reports of a "domestic related incident", during which threats were allegedly made, on Quarmby Road, Huddersfield at 6.35pm yesterday.
They then went to homes on Hops Drive and Smiths Avenue, where suspected cannabis was found and two males were arrested on suspicion of drugs offences.
A West Yorkshire Police spokesman said: "At 9.23pm a further call was reported about suspected gun shots on Reinwood Road, Huddersfield.
"Officers attended and found a car had been damaged. There had been no gun shots fired. There are links between this incident and the earlier incident at Quarmby Road."
Detective Inspector Mark Atkinson, of Kirklees CID, added: “I want to reassure the community that this was not terrorism related and that decisive action will be taken against any allegations of criminal behaviour.”
Any one with information is asked to call police on 101, quoting log 1533 of April 6.