Police cordoned off Jessie St, in central Wellington, on Tuesday afternoon.

Cordons have been lifted after armed police swarmed on a central Wellington street.

A police spokeswoman said officers were responding to an "incident" on Jessie St but would not elaborate any further.

The incident was reported at 3.40pm on Tuesday. Armed police were on scene as a precaution.

ROSA WOODS/STUFF Armed officers leaving the scene after being called to Jessie St, in central Wellington.

People at the scene reported seeing a woman carrying a gun.

Just before 5pm, police said the cordons had been removed and they were speaking to two men in relation to the incident. No-one had been injured.

A police media spokeswoman said there was no woman with a gun on the street in relation to the incident, as some had reported.

ROSA WOODS/STUFF People posted to social media saying they'd been told by police to stay inside buildings on Jessie St.

About eight police cars were in the Jessie St area during the incident, along with unmarked police cars.

Armed police with dogs could be seen walking up and down the road.

People were posting on social media about being told by police to stay inside buildings on Jessie St, which is in the central suburb of Te Aro.

CHANEL TAYLOR/SUPPLIED Armed police respond to an "incident" in Jessie St in central Wellington.

A person who works at Capital City Mazda said the police had also cordoned off Ebor St.