In the video, you can see two Richmond Police officers walking the screaming woman out of the VCU Siegel Center. It appears the woman is wearing a black burka. It is unclear if she was only wearing a niqab (face veil) and a hijab (head scarf).
VCU journalism professor Vivian Medina-Messner shot the video which captures the woman screaming something as police escort her from the building.
We first found a picture of the incident on the website Ironic Surrealism.
Amie Parnes, a White House correspondent tweeted about the occurrence, saying a woman with a burka was being removed.
VCU Police Chief John Venuti said the woman was causing a disturbance and was escorted out of the building.
He told us he does not believe the woman was arrested, but that the Secret Service is investigating the matter.
An independent White House journalist also tweeted about the event.
CBS 6 reporter Sam Brock spoke with two witnesses, one who shot the video. That video is below.
For complete coverage of President Obama's campaign rally at Virginia Commonwealth University, click here.