NSW Police are investigating after a group of men reportedly screaming "Allahu 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 told AAP on Tuesday.

Cinemagoers told News Corp Australia the group of men shouted Allahu Akbar before they fled. One of the cinemas was showing Baywatch.

The cry, which means "God is great" in Arabic, is associated with Islamist terrorism.

Police officers searched the Hoyts and found nothing suspicious.

No one has been charged yet but investigations are continuing, the police spokesman said on Tuesday.