A member of the public reported seeing a man with a weapon inside a building on Oxford Road in Worthing, at 2.45pm, Sussex Police said.
Armed officers rushed to the scene and police closed a number of surrounding roads 'to ensure the safety of the public'.
Police said officers 'conducted a search of the premises' but 'nothing of concern was found'.
The railway station were reportedly closed and buses were diverted, whilst the incident was ongoing.
Click here to see video footage from the scene.
