An alarming situation is playing out at UnitedHealthcare HQ in Minnesota -- cops say a man is in custody after reports of an intruder ... and we've learned the guy told law enforcement he had a gun, and now the FBI is involved.

Our sources tell us the man is currently being detained by authorities ... and the FBI and police are questioning him after finding a gun in his car. This comes months after Luigi Mangione allegedly shot former UHC CEO Brian Thompson to death in Manhattan.

Before being taken into custody, the guy was on the phone with law enforcement while sitting in his car ... he reportedly sounded agitated as he asked for a negotiator, admitted he had a pistol, demanded $1 million, and said he wouldn't be taken alive.

A large police presence responded to the UnitedHealthcare corporate campus Monday in Minnetonka, and the FBI was ultimately able to convince the man to give himself up.

It's unclear why the guy was allegedly prowling around UnitedHealthCare HQ with a gun ... but the incident comes only months after the insurance provider's CEO Brian Thompson was shot and killed in New York City.

Luigi Mangione is accused of killing Thompson in December, and now he's got a cult following ... though it's unclear if this guy was inspired by Luigi or has any connection to Mangione.

Story developing ...