NSW Police are investigating after a group of men reportedly screaming "Allah Akbar" entered a western Sydney cinema leaving customers rattled.

Officers were called to the Hoyts Blacktown at Westpoint shopping centre about 8pm on Sunday night after reports of a disturbance.

Investigators were told four men yelled comments within two cinemas at the complex causing some concerned patrons to leave the building, a police spokesman said on Tuesday.

Men stormed the western Sydney cinema screaming Allah Akbar. Photo: AAP

Cinema-goers told News Corp Australia the group of men shouted "Allah Akbar" before they fled.

One of the screens was showing Baywatch, but it is not clear if this is the cinema the man ran into.

Police officers searched the cinemas and found nothing suspicious.

No one has been charged yet but investigations are continuing, a police spokesman said.