Firefighters say they think someone released a small amount of the CS gas in the job centre at Wellgate shopping centre in Dundee at about 1.20pm.
The women complained of feeling unwell in the lift area and were treated at the scene by ambulance staff.
Scottish Fire and Rescue Service said it brought three rescue pumps and a hazardous material unit to the job centre.
"There appears to be a small amount of CS gas released by an individual in the vicinity of the lift area," a spokeswoman said.
Police believe the affected area is confined to the lift but a cordon was set up as the job centre was evacuated for inquiries to be carried out.
The shopping centre is otherwise operating as normal.