No one in Colorado's congressional delegation was hurt in the shooting at a baseball practice for Republican congressional members that wounded House Majority Whip Steve Scalise.

No Colorado lawmakers were playing on the Republican team but U.S. Reps. Jared Polis and Ed Perlmutter were practicing with the Democratic team on another field about two miles away Wednesday morning.

"None of us really knew what was going on except that something had occurred at the Republican practice," Polis told 9NEWS.

After they learned the news, Polis said the team said a prayer for the victims of the shooting.

"This is just a horrible tragedy, frankly," Polis said. "Any any location, at any time, if a public official or Capitol police gets shot, but for goodness sake, at a morning practice for a charity game?!"

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In a statement, Perlmutter recalled riding his bike to practice and thinking about the good cause behind the game and "how normal it all feels." Now he says he is deeply saddened and praying for Scalise and others who were shot.