Our reporter at the scene, Michael Drummond, saw two police cars outside the station with officers standing by. The incident appeared to be over at approximately 5.15pm.
Officers at the scene declined to provide information relating to the nature of the incident.
A spokesman for Sussex Police said: "Local officers were in the area looking for a man who had been reported as being unwell. He was found at the station, is with officers and is safe.
"No reports of damage or injury to any person."