On Friday evening, the crowd funneled out of the Edward Jones Dome, the home of the St. Louis Rams National Football League team, after about 9 pm local time (0200 GMT), the gas utility and the St. Louis Fire Department said in a statement, Voice of Russia reported.
Two people were treated at the scene and one was sent to hospital, all with unspecified injuries, it said.
People attending a beauty convention began leaving on their own after they got whiffs of the smell of burning plastic and then gas, local media reported.
Fire officials also ordered people away from the downtown building for at least an hour while Laclede ran tests which ultimately found no natural gas leak, fire officials and the company said.
“We don’t know what the source is but we do know it’s not natural gas,” said Jenny Gobble, a Laclede spokeswoman.