The NSW Mounted Police Unit will no longer hold its annual open day due to security concerns for the staff and horses.

The day, which showcased the work of the world's oldest continuous mounted police unit, would attract thousands to the unit's Redfern headquarters.

The Prince of Wales during a visit to the NSW Mounted Police Unit in Redfern in 2015. Credit:Kate Geraghty

In what was described as a "sad sign of the times", the unit announced the cancellation in a Facebook post.

"Unfortunately due to the current political climate, we will no longer be holding an Annual Open Day," the statement read. "The safety of our officers, staff and horses is paramount and we cannot take the risk of opening our gates as we have in the past."