A Sydney woman has told of “frightening” scenes near New York's Penn Station after commuters heard what sounded like a gunshot.

The stampede occurred when Amtrak Police deployed a Taser to arrest an emotionally disturbed person, NBC New York reports.

The sound of the Taser prompted people to flee the station, some dropping their belongings as they ran.

Laurie Cashman was having dinner near the station at the time and told 9NEWS she saw a “mass of people” running.

"I saw a lot of people pouring out," Ms Cashman said.

“They were very, very frightened.

“One of the ladies said “get inside, get inside” and she grabbed me and pushed me in the door (of the Old Navy store).”

Ms Cashman said she had "never seen anything like it" in her life.

A nearby Macy's was also put on lockdown as rumours of a shooting quickly spread, but the NYPD soon confirmed there was no shooting.

“We received numerous calls for shots fired in and around Penn station,” police said in a statement.