Some 30,000 pilgrims were at the site in the foothills of the Pyrenees late morning when Lourdes police received a threat saying a bomb would hit the site Sunday afternoon, said shrine spokesman Pierre Adias.
Police ordered everyone evacuated, and explosives experts were sent to scour the area. The pilgrims were told to leave just as the midday Mass was meant to begin. "The shrine is currently empty," Adias told The Associated Press by telephone.
No other information was immediately available about the source or nature of the threat.
Live coverage of Sunday's services on the website of TV Lourdes was not available, for reasons "independent of our will," according to a message on its home page.
The Aug. 15 holiday sees a particularly large influx of pilgrims at Lourdes, reputed for its healing powers. Some pilgrims came to this year's ceremonies in wheelchairs, others supported by loved ones, in images shown on French television.
Assumption marks the heavenly assumption of the Virgin Mary, and is a public holiday in France and several other countries.
The Roman Catholic shrine at Lourdes has a special meaning for the suffering, many of whom believe that its spring water has the power to heal and even work miracles.
The sick bathe in pools of the cool water and take it home in plastic jugs and vials in the shape of the Virgin Mary. Thousands of people have claimed to be cured there, and the Roman Catholic church has officially recognized 67 incidents of miraculous healing linked to Lourdes.
Pope Benedict XVI came to Lourdes in 2008, marking the 150th anniversary of visions of the Virgin Mary to a Lourdes peasant girl, 14-year-old Bernadette Soubirous, who was later made a saint.